The presence of correlated and imperfect channel state information (CSI) affects the secrecy performance of cognitive radio networks (CRN). In this paper, we propose a physical layer security analysis of underlay CRN in terms of secrecy outage probability (SOP), average secrecy rate (ASR), and amount of secrecy loss (ASL). Closed forms of SOP, ASR, and ASL are provided over imperfect CSI of Rayleigh fading environment where the legitimate channel is correlated with the eavesdropper channel. The analytical results are compared with the simulation results. The work is also compared with existing work. It has been observed that the secrecy performance of the network improves as peak interference power increases, and the correlation positively impacts the secrecy performance at a medium-to-high signal-to-noise ratio (SNR); however, it degrades the data security capability of the network at low SNR. Furthermore, asymptotic analysis shows that the secrecy performance of the network improves with the growing correlation between legitimate and eavesdropper channels when the SNR of the legitimate channel is much higher than that of the eavesdropper channel, whereas secrecy performance decreases with a reducing correlation when the SNR of the legitimate channel is approximately equal to SNR of eavesdropper channel.
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