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The CDF of sum of i.ni.d exponential RVs

  1. Jun 13, 2012 #1

    I need to find the CDF of




    is complex Gaussian with zeros mean and variance


    In particular, I need to proof that:

    [tex]\text{Pr}\left[\mathcal{X}\leq b\right]\doteq b^{L+1}[/tex]

    where dotted equal means in asymptotic sense as b approaches 0.

    I found the expression which is:


    where betas are coefficients come from partial expansion, but I don't know how to prove that it is in the asymptotic sense equals to:


    How can I do that?

  2. jcsd
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