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On Schur-Convexity of Expectation of Weighted Sum of Random Variables with Applications  
 
  Authors: Holger Boche, Eduard A. Jorswieck,  
  Keywords: Schur-convex function, Optimisation, Sum of weighted random variables.  
  Date Received: 19/11/2003  
  Date Accepted: 17/04/2004  
  Subject Codes:

Primary 60E15, 60G50; Secondary 94A05.

 
  Editors: Peter S. Bullen,  
 
  Abstract:

We show that the expectation of a class of functions of the sum of weighted identically independent distributed positive random variables is Schur-concave with respect to the weights. Furthermore, we optimise the expectation by choosing extra-weights with a sum constraint. We show that under this optimisation the expectation becomes Schur-convex with respect to the weights. Finally, we explain the connection to the ergodic capacity of some multiple-antenna wireless communication systems with and without adaptive power allocation.;



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