Abstract

In this paper, we show that the asymptotic probability density function (pdf) of the maxima of n independent and identically distributed (i.i.d.) sums of independent non-identically (i.n.i.d.) distributed gamma random variables (RVs) is a Gumbel pdf using Extreme Value Theory (EVT). We will also show that the asymptotic pdf of the maxima of n i.i.d. sums of correlated gamma RVs is a Gumbel pdf. Some applications in wireless communication are discussed where the maxima of n i.i.d. sums of correlated gamma RVs and maxima of n i.i.d. sums of i.n.i.d. gamma RVs arise. We discuss the utility of our results in the context of these applications.

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