JOURNAL O F RESEARCH of the Nationa l Bureau of Sta ndards-D.

Ra dio Propagation
Vo!' 66D, No. 3, May- June 1962

,,.

Statistical Distribution of the Amplitude and Phase of

a Multiply Scattered Field
Petr Beckmann
(R eceived D ecember 26, 196 1)

Contribution from the Institute of Radio Engineering and Electronics, Czechoslovak A cademy of Sciences,
P rague
Th e probability di st ribu Lion of t he am pli tude and phase o f the s um o f a large num ber
of random two-di m ensional vecto rs is derived under t he fo llowing general condit io ns : Both
t he ampli tudes a nd th e phases of the component vectors a re random, t he di sLribu tions
b eing a rbitrary within th e vali dit.\7 of t he Central Lim it Th eorem ; in part icular, the d ist ributions of t he individual veetors need not be identical, the amplitude and phase of each
co mponent v ec tor n eed not be indep end e nt a nd the di tribu tion s Ileed not b e symmel ri cal.
T he di sLributions form erly d erived by R ayleigh , nice, H oy t, a nd Heckmanll are shown
lo be special cases of this di sLribu t ion .

1. Introduction

The c1ecLroma gneLic field scattered by randomly

distributed scn,tLer er necessarily always consist
of the individually scatter ed wave which mut ually
interfere to form the resulting total field. Vve may
thus write

E = re iO =

n
~A jei4>J

(1)

j=l

where l' is the amplitude and B t he phase of the

resulting fi eld fUld A j exp (i<p j) arc t he elementary
component wav es. The amplitud es A } and pha es
<Pi> and hence also l' and 0, ar c random quantities.
The sum (1) may be r epresented in th e compl ex
plane as the stUn of r andom veeLors (fi g. 1) ; the

FIGURE

1.

Random vector sum in th e complex plane.

problem is also idenLicnl with the "random-walk

problem" in math emalical laLisLics, for our task:
is to determine the pl"Ob~lbility distribu lions of 1"
and 0 if the distributions of t.ho A j and <Pj are known.
Tb e problem in its mosL elementary form , when
the A } a1"e constan t and Lbe <Pj arc all distributed
uniformly over an interval of lengLh 27r, ,va olvcd
by Rayleigh [1896) and leH cls to the well-known
Ra yleigh distribution
21'
2
p (1') = -e- r I n.
n

OLhel' special cases or 1,he distribu lion of E wer e

derived by Rice [1944, 1945) and b y Hoyt [1947).
A 1110re general olu tion, namely for all A } COJl stant and arbitrary symmetrical distributions of
the phases was derived by Beckm ann [1959).
The R ayleigh , Rice, and HoyL distribution arc
included in this distribution as special cases.
The purpose of the present pa per i t o derive
the distributions of l' and B in t he general ca e
when both the A j and the <PJ arc r andom and
arbitrarily distributed. The di tributions of the
individual A } or rP} need not be identical, A } Hnd
rP j may be correlated and the distributions of tJlO
rP} need not be symm etrical. Thc only restriction
is that the distributions of the quantities A j cos rPj
and A} sin <pj satisfy the condiLions of the Central
Limit Theorem [Gnedenko and Kolmogorov, 1949).
In physical practice the e conditions are pracLically always satisfied provided that n, the number
of interfering waves, is large and that these waves
ar e statistically independent.!
Our problem , then, is to determine the probability
distribution p(r) and the (more rarely required)
distribution p(B) when the two-dimensional distributions wj(A, rP) ar e given.
1

231

(2)

Generalization for depen dent variables is also possible [Bernstein, 1944J.

2. General Solution

Since by (11) x and yare uncorrclated (and h en ce,

as normal random variables, independen t) , the twodimensional probabili ty density of x and y is

We introduce the quantitif's

(3)

x = r cos 8; y = r sin 8

(12)

and denot(' the mean value by angular brackets

( ) and t h e variance by the symbol D . Then

(x)= a= tt J -"'", J -"'", w j(A,<tA cos

(y)=,6=

t1

<t>

dAd<t>,

Transformin g to polar coordinates as

'find the req uil'ed distribution in t h e form

(4)

<t> dAd<t>.

(5)

we have
D {x } =8[=

tt [Jf

D {y } =82= "tt

Wj(A,<tA2cos 2 <t> dAd<t> - a7],

[JJw/ A ,<tA2sin

(7)

(8)

p (r)= Se - T

2T

e-Pcos28+QcosO de ,

(14)

where S, T , P , and Q are functions of r, a , 81, and 82.

The in tegral in (14) may be expressed as a series of
modified B essel functions of the first kind (1m) as
follows [Beckmann and Schmelovsky, 1958]:

,Jm(f)lzm(Q)

2"- e- P cos 2 0+ Q coSOde = 27r e- P12i;o (- l )m e

<t>

dAd<t>- ,6J].

which after elementary manipulations may b e

'VTitten as

(6)

,6j= JJw j(A ,<tAsin4>dAd<t>,

(3), we

(13)

D eno tin g th E' individual terms of the sums (4) and

(5) by

l.ll

r- sm- 8
28 2
d8,
?

J -"'", J -"'", wj(A,<tA sin

",,

(9)

(15)

where
The covariance of x and y is, after elem en tary
manipulations,

t1 l
+ ~ tt'

cov (.e, y) =~

J W fl ,<t A2 sin

2<t>

so t hat (13) may be expressE'd as follows:

dAd<t>

J}Vi(A,<tA cos

<t>

(16)

dAd<t>

J J w/A,4A sin <t> dAd<t>- a,6,

(17)

(10)

where the apostrophe at the second sum indicates

that the terms with i=j are to be omitted.
W e now temporarily assume that the distribution
of <t> is symmetrical abou t its mpan value zero. Then
the integrals in (5), (7), and (1 0) vanish owing to
the factor sin <t> or sin 24> in the integrands, so that

B efore normalizing the distribution (15), we calculate t h e mean square of r, which, apart from a constant factor (1 / 12071" in MKS units), equals the mean
scattered power. From (3) and the formul a for the
variance of a random quantity
'1

,6j=,6=cov (x, y) = 0.

(11)

Now accordin g to the Central Limit Th eorem the

distribution of the sum of many independent random
variables tends under certain conditions t hat in
practical a pplications ar e almost invariably satisfi ed,
to the normal (Gaussian) distribution .3
2 To save space, we henceforward omit the integration lim its - co, co; unless
other wise indicated, all integrals in this paper are thereIore to be taken Irom
- 0 0 to 00,
3 For an exact statement of the Central L imit Theorem and the weakest (Lindeherg) conditions of its vqlidity, sec [Gnedenko and Kolmogorov, 1949, Ch.5,
Sec, 26), or [Richter, 1956, Ch. VII, Sec, 4] , An unnecessarily, st,:ong, coudition
fo r the validity of the Ceotral Llm ,t Theorem IS e.g, that the d istributIOns 01 tbe
ter ms be iden'tical an d their variance exist (Bernoulli condition).

and from the independence of x and y it follows that

(18)

The RMS value of the scattered field equals the

square root of this expression.
It is easily SE'en from (12) that the resultin g vector
r exp (i8) is the sum of a constant vector ~ directed
along the x-axis and a random vector B (fig. 2); the
x and y compon ents of this random (Hoyt) vector
are normally distributed with mean values zero and
unequal variances 81 and 82'

232

>

I
I

.x
FIGU RE

FIGURE

2.

3.

TransfoTmation of coordinares whqn I\'(</

an even func tion.

is not

4.

Scattering by Tough 0 1' tu rbulent layers in the

troposphele.

Components of the Tesultant vector r and its equipTobability wnes.

vVe -now normalize in a ':col'da nce with (18) by

using Ithe ratio of the RMS values of the constan t
and random components
B=

\
/

(19)

.y81 + 8z

and introducing the "normalized ampliLude"

FIG lJ RI,

(20)
1,2-r-r-r~-T~~~~~r-r-r-~~~~~.-,

p{fl

and the "asyml1wtry factor"

(21 )

Using this normalization,4 we obtain the rcquircd

distribution by substituting (19) to (21) in (17) in
the generalfor111

8=0

~O~--------~--------~---------r----~

~8~--++~~~-?L-------+---------~----~

2)J

_ K K2+ 1 p exp
, [ _ I+2K 2(B2+ 1+
K2
2K2 P

P (p ) -

The distribution (22) is determined through the

parameters Band K according to (19) to (2 1), which
in turn are determined through a, 8 1, and 82 according
to (4), (8), and (9) .
The probability densities pep ;B,K ) accordi.ng to
(22) for various values of Band K are shown in
figLlTes 5 to 9.
The complement of the distribution function, i.e.,

P { p>z ;B ,K } =

1- i~(p;B,K)dp

0,' -I-3-------+-~\\---+-----t_-____1

~2'~W------~~----~--+---------_r----~

(23)
2

This normalization differs [rom th at used by Beckmanu, [1959 and 1960J.

FIGU RE

233

5.

-f

P Tobability densities p (p) fOT B = O.

-(0

1,2

p{f)
K 2 =IO

t
0,8

p{fl

8=05

5
3

,
\

14,0

0,8

0,6

0,"-+-.t+-----+----\-\\-M---- - 3 -1----\\\

- - + - - - - - - + - --i

0,6 -t---_t_----ff_t_----1~---"_+----___1

0,2'-+~-----+---~.+-----+--;

O'''-t---_t_--~~-t---~mr_+----___1

0,2
2

FIGURE

6.

- t - - ----t--f-t;rF--t-----t---;;----""i--ti'l: \ - - - -----j

P robability densities p (p) f or B = 0.5.

2
FIG U R E

8.

-- f

"

P robability densities p (p) for B = 2.

~2~,-~~~~-,~~~~~~,-,-~~

8= 1

p{f)

p(f)

! ~o~-----+~r-~-~----~--~ t4PI-r----1-----++-~---r_-~
o, 8~-----U~~~~~-----~-_;

O, 6-1-----IIA---'>,~~___'___1-----~-_;

0," -+- --HIH--+-;-;

o"-r----_+-~*ff-_+--~~_+--_;

2
FIGURE

7.

O'64------r---~_r--~-_t_--~

-f'

P robability densities p (p) f or B = 1.

FIG U RE

234

9.

3_

P robabilit y densities p (p) for B = 3.

for yal'10US val ue of 13 and K arc ploUed on probabilily paper In fi gure 10 lo 14. 5
, The curves in figs. 5 to 14 "'ere calculated by direct ullmer'ieal integration of
(13) by plulched carcl machine un der the g llid an~e of Mr. H. Vieh.

.. ". "- " " "

~\ '" '" 1""'-"".""'-""

'r

As lllay be seen .from figur es 10 to 14, the distr'ibutton becoJll cs practically normal for B "2:.3, K:;' 3,
as may also be shown theoretically (cf. appendix) .
Th e mcan value and variance in th;s case is given by
(24)

...---, 99.8

995

"\

~ '9
,-.....
N

'\

~ 95

I
1

:;\

a.

'\

I"

~"'-

8'2

I~ \ '"

90

K2' 1

\\

'"

'0
50
W
30

""

/
8 -0

20
8 ",05

10

"
" """" ""-." " " "-.
," " "- "- " I'-.
/

K. "" "

I RM S

"-.

""'" '" '"

"

al
Q2

"-.

"-.

= 1-

*'

a.

..

'\

99.5

- - K'-2---

]i (p;13,K )dp

(26)

60

1\\ \
\"-

'0

8:05

50

'\

\
8 -2.5

'\
'\

'\

\/
' '\
'\

'\

'\

""-"~~ '\ "-'\

~ ~

"-

"-

8 :J

'\

""\

"-

'"""''' '''" '''""" ""

~ "'"

8-1

............

B 1.5

a5
10

"-

'\

"

8-2

\ / '\

'\

,",

10

70

'\

8' 0

30

80

'\

(Q

\
,'\

"\

'\

'\

1\

K 2' 5 -

1,\

\
'\

95

70
60
50

95

'\
'\

-..--'
' 0 ~\
a.

98

\
'\

---;::; 98

.,

H 6

,-.....99 -r~~~~~~,-----------

\.. PRM S

"-.

Distribution curves oj P ! p> z} Jo r 1\:2= L

10.

.)

' Z, ll+B'

" "" " " " "

""
""
'"

a2

FIGURE

p{-!-->z;B ,K ~ =p ~ --P-->z;B,K \..

J

"-8'3

"'>--"":""'-""''''''
"- "-

8 "". 5

Cl5

Hence

1/

y"",-

\,

8~f

8 = 25

'"
,,"-

"'''"X "

(20 ) we h ave

IUld

(25 )

"- "-"" X "- "-. "'\"\

I/O

From (18), (9),

~'t '"

o.2
o.I I

"

I -t-- - - - - - i - - --,:--&-r05'--t-- - - - - - i - - -

FI GU RE

Distribution curves of P {p > z I for

13.

'"

_ __

02

1\:2

Z 5

= 5.

D.2-

O.I-+....,...--;-r-1-r....,...-..,..-r-1-r-r-..,.;>.~~--.'>_~h~--~

a'

- -

99.

99.9
-)9.9

9 .6

;It. 99. 5
~ 9'

--;::; 98

95

--""'- 90

\\ \

--"'\'\'\

60

1,\

,\.

8'0

20

""

"- "\
"\

'\

"- Y

8 '2

f>('\ ""'\
'\

60

8 2.5

'\

"\

,\

""'- "'- ""<\

""'~
f'\-A
""
/"-,.'"
1"'- '""'- 1\
"" ~""
.s ~"
~ " " ""
"I\. "
~"
8'3

1\

a.
FIGURl~ 12.

'""\
L,\

8 =0

8'cii

'\
'\

"
-

0 .1

OJ

FIG1iRE 1 -1.

235

\
8 "' 25

/
)(

-\

"-

'"""

;!=J

'\

~......." ""\ "-."'- "'"

""'-" " "-. ",
~

1"\

OJ

Distribution curves ofP{p > zl for 1\:2= 3.

/'\

'*'''
~ I "'8 : 1.5

as

/ ~

8 =2

\
~

8 =4

\.

" "

1\

'\

10

8'

as
a2
aI

\
\

\ \

8 :'

'\

1\

1\ \ \

50
50
<0
30
10

"\

K2/0 -

70

'\ /

\
\

g;

95

9 9.5

-a. '0

"\

"\

'\

"\

1"\

V\.'" "

8 ~ O5 ,

10

---;::;-- 98

"\

50

(/.

K" 3 -

'\

\ \

1\\ \

70

30

"-"\

'\

f\~

80

'0

'\

'\

a.

Dist1ibntion curves oj P {p > z} fo r K 2= 2.

11.

FIG U RE

- -

Distribution curves of P{p > zl for K' -o= 10.

Figures 15 to 19 show thi.s r elation plotted on

Rayleigh paper (on which t he Rayleigh distrib ution
appears as a straight line with 45 0 slope).
T h e less often r equired statistical distribution of
the phase is founi from (13) by integrating ov er r
from 0 t o 00 instead of over 8 from 0 to 211". After
a somewha t tedious cal culation one obtains

3.0

,, 1

t,f

/'D
0.9

Q8

]J (0)

0,7

46
~

wh ere

l'
of

.~

G- BK

I+K
-VI2(K 2 cos
8+ sin
2

8)

;-<"..

II ncl

r:x

<0

o,J

R IC E

;
oS'

2
0,2

vVe now ret mn to t h e case when the distribut ions

of the phases 1>j are not symmetrical abou t zero .
The general formulas (4) to (9) are still valid, but
n either {3 in (5) nor the covarian ce cov (x, y) in (10)
will vanish, so that x and y are no longer independ ent
and om derivation breaks down from (11 ) onward.
In this case we pro ceed as follows.
' Ve calculate the covariance cov (x,y ) according to
(1 0) and det ermine the correlat ion coefficient
G cov (X, lI)

."

=0

..

-.1

~.

....... ~'W> ....

....

~ ""~""~"" ~ "' li "' :t

...

p{ :JIM'; >.}
15.

F I GU R E

...

'<I .... ~

i ... ... ...

~;:...

..:::,*

.....

(Il

Di stribu tion curves of Plr/ rn Ms > z l f or

plotted on Ra yleigh paper .

K 2= 1

(28)

"';8182

' Ve now in trod u ce n ew coordinate axes x' and y'

which are tmned t hrough an angle 1>0 with resp ect to
t h e original axes X, y (fig. 3) . The angle 1>0 is so
chosen t hat th e quantities x' = 1' cos 0' and y ' = 1'
sin 8' are uncorrelated , where

JO

(29)

8' = 8- 1>r.

2 G~S:S;
8 [-

82

I,D

0..

as
0,7

4'
' ,M

o,s

,
2

,
o,J

(30)

0,2

B .0

In t h is n ew coordinate system we t h en proceed as

b efor e ; the only d ifference is that {3' does not vanish
now. Inst ead of (13) we therefore have

(31)

t, f

For x ' and y ' t o b e u.n eorrclated (and h en ce, as

normal random variables, indep endent), it is s uffici en t t hat the two-dimensional distribution liV(x' ,Y' )
h av e an axis of symmetry parallel to on e of th e coordinate axes. Since t h e cmves liV(x ,Y) = const arc
concentric ellipses with cen t er X= a, y = {3, it is t h er efore sufficien t t o choose the x' and y' axes parall el to
t h e axes of the ellipses. The r equired angle 1>0 th en
follows from [Hristow 1961 , p . 125]
tan 20

~
2,0

.:::,..

F IGURE

236

..:".

16,

D i stribu tion curves of P l r jrHM s > zl f or

plotted on R ayleigh pap er,

""

K 2= 2

J.O

a"

f-

JO

. ~~"

20

~o

b:,2

,
)

1,5

f-

~ I-i\~

~5

t-r-;

1.0

I-- I-?"

I<Xl

(0

_0

,.

---f-~1Tl-

~.

1-0-

J ._- -

-_ .. I----

~~j~-W~ .~~~-~

1--

--

09

~9

aD

ae

0.7

0.7

Q6

'.J>

0.5

,"

0.6

'.J>
I

0,5

'"

0.>

0.>

."

o.J

o.J

o.'f

0.'

' ;ttP- --'

-t-=+::; -

.1=1;0'

--

cUe

8
I

B " 0

"-

-,'

,;!

p{_r_ > .l~

(f)

rRMS

17,

FIGU RE

Distribllti on curves oj P lr / I'JlMs > zl for

ploUed on Ra yleigh pap er.

J(2= 3

FI Gum;; 19.

;::

1,5

.9
(0

r z= 10,

where the m eaning or (J' , c/ and {3' is evidenL ['rom

fi.gul'e 3. This integral may agai.n be evaluated as
an infi.nite series of Bessel fun ctions (d . appendix),
bu L for practical purposes it is us ually m ore simple
t o p erform the num eri.cal integration 0[' (3 1) directly.

J.O

~o

D ist1'ibu tion curves of PI r/ rRMR > zl f0 1'

p l otted on Na yl ei!J/! pap el ,

3. Special Cases

B " .0

--'>.

\Ve now consider some special cases or lhe distribution (22) , In most cases the expression (22 ) will
formally rf'rnain unchanged, but the values or a, 8l ,
and 82 will vary .
L et the elem entary scattel'erl waves b e all 0[' th e
same kind , so that th e amplitudf' and phase distributions are the same for each wave. W'e first ass ume
the amplitudes constant and eq ual to unity . Let the
probability density of the phases be symmetrical
about zero and equal to w(c/. Then from (4), (8),
and (9) we have

00

.41

41
46

a.

,,
I- . ::.i:t"
a .0

45
1.+'-

0.>

....

4J

."

(32)

0.'

(33)
(34)
FIG U R E

18.

Distribu tion curves of Plr/ rRMs > zl f 01' I{2 = 5

ploUed on Rayleigh pap er.

237

Table 1 gives the values of a , 8 1, and 82 as ealcul d from (3 2) to (34), and also of R, K, and p in

accordance with. (19) to (21 ) for the normal, uniform,

and Simpson-distributions; the symbol sin c a = (sin
a) / a is used in the table.
T ABLE

w(q, )

Normal,

(q, )=0,

Uniform from -a to +a

sta ndard deviation q

n s ine a

ne- 1j2rr2

%(1-e-

8,

I1Z )2

82

~( l -e-'"')

B2

n--

p'

~ (l +sinc2a - 2 sinc'
~ (I- sine 2a )

e-(I'2

l-e-0"2

K2

1.

coth

u2

"2

11,

sinc 2 a
I-si no:? a

I -s ine 2a
"1+s in c 2a-2 sinc:? a

Simpsondistributed
from - 2a t o +2a
11,

a)

I f is evident from (12) and figure 2 that the sum

(1) may always be r epresented as the sum of a C011....,
stant vec tor a and a H oyt vector H .
IVe next consie! er t he case in which the amplitudes I
A j of the elementary waves are random and governed .(
by the (same) probabili ty density wA(A). If A j and
q:, j are independ ent then it follows from the general
formulas (4), (8), and (9) that

s ine 2 a

~ (1+sine' 2a+sinc' a)
~ (l-sin ~' 2a )
sinc 4

a = n (A ) f wq,(q:,) cos q:, clq:"

(38)

sl=n(AZ)J wq,(q:,) cos 2 q:,clq:,-~

(39)

s2=n(A 2) J~q,(q:,) sin 2q:,dq:,.

(40)

n --l- s in c ~

] -sine:? 2a

1+sinc' 2a+sinc' a

r'

r2

r!

n(1-c"')

,, (I -s ine' a)

n (l -si nc' a)

If, for example, the phases q:, are uniformly distributed over a n in terval of length 271', we obtain a = O,
Sj

=S2=~ n(A 2); s ubstitu ting in (17) we find

ut ed uniforml y over t he int erval (- 71',71'), we obtain

for a=71' from table 1 a = O, sl=s2=n/2, or R = O,
K = 1, p= r/ln; substituting these values in (22) we
obtain, as was to be e:\ pected, the normalized
R ayleigh distribution
(35)

The R a~Tl eigh distribution is also obtain ed if q:, is

distri buted uniformly over any interval of length
2br (k = I ,2, ... ) or if t h e varianee of q:, is much
greater than 71'2, in which case the distribution of q:, is
(with some very unrealistic exceptions) arbitrary.
IVe shall call a vector whose elem entary components
A j exp (iq:,) have their phases uniformly distribut ed
over the interval (- 71',71') .a " R ayleigh vector."
The distri bution of the amplit ude of the sum of a
constant vector and a Rayleigh vector was fo und by
Rice [1 944, 1945] and detailedly analyzed by N orton,
Vogler , Mansfield, and Short [1955] and Zuhrt
[1957]. Direc ting the cons tan t vector V along the
x-axis, we immediately have a = V, Sj =sz= n/2, h en ce
by (19) to (2 1) R = a/, In, q:, = r/, 'n, K = 1 and on substitu ting these values in (22) we find t he normalized
Rice distribution
(36)

The distribution of a vector whose x and y components are distributed normally with m ean values zero
and unequal variances Sj and S2 was found by Hoyt
[1947]. Here we have a = R = O; on substituting in
(22) we obtain the normalized Hoyt distribution

( ) _ ~ _r2/n(A2) .
p r - n (.I12) e

If the phases of the elemen tary waves are distrib-

(41 )

Comparing this res ul t with (2) this will be recognized as a R ayleigh distribution, in which t h e number of components n is multiplied by t he mean power 6
of eftch component.
If a R ayleigh vector co nsists of components with
different (constant or random) amplitudes A th en
from (4), (8), and (9)
(42)
Subs ti tuting this in (17) and (2 7), cer tain properties of a Rayleigh vector with components of uneq ual
but constan t amplitudes postulated by Norton,
Vogler, Mansfield, and Short [1955] are immediately
proved as correct (1. P {I'>z}= exp

(-z2jA]) ;
and 271'; 3. r
)= 1

e distribu ted uniformls

and e indep endent).

2.

between

If the random amplitudes and phases of th e elem entary waves are correlated, form ulas (4), (8),
and (9) may no t be simplified ; however, it is still
true that t h e mean power of the random component
equals th e sum of the mean powers of the individual
(identically distributed ) elementary components, for
in this case we have from (8) and (9)
SI +

s2=nJ A2

[J

w (A,q:,)dq:, ]

dA-~

= TI'J A2WA(A)clA-~=n(A2)a2
n
n

(43)

6 More precisely the mean sq ua re of the am plitude . This differs from the mean
power by a constant factor F , which in MKS units eq uals 120 .. for propagatio n in

free space.

The distinction is im material for

OUf

presen t purposes an d will be

d isregarded ; if the reader objects to this procedure, he may consider (1) to present

n sinusoidal vol tages intt?rferin g aCrOSS a one-ohm resistor , in wh ich case F equals
un ity.

238

so that by (18)
(44)
Since n is by assumption large, the second term
will practically equal a 2 , i.e., the power of the constan t component. Thus the power of the random
component equals n (A2), or the sum of the mean
powers or the individual components.
It is instructive to observe the transition from a
purel~' coherent field (mean power equal to '(/,2) to a
purely incoherent field (mean power equal to n).
This depends on the phase distribution w() ; if the
phases are constant, i.e., D { } = 0, then (r2 )= n2,
whereas for phase distributions with large variances,
i.e., for D { } > > 71"2 the mean power (r2)= n. Thus
for example from (18) and table 1 we find for normally distributed pbases
(45)

yielding (r2)=n 2 for 0"= 0, but (r2)= n for O"~ 00 (0"

71").
Si mil arly, for uniformly disLribu Lcd phases we find

agai n yielding (1'2)=n2 for a= O, but r2= n for

(a> > 71"), and also for a= 2h.

will not be the case if, for example, the scattel'ers

are distributed in space in such a way that the
variance of path lengths between source and point
of observation is smaller than one wavelength. Such
a case is shown in figur e 4, where a rough or turbulent
layer is asslllled to be normally distributed about a
m ean level (N) with variance and the condition
(J"

(47)

holds. This condition is very often satisfied in

practice, especially for the longer wavelengths A;
experimental measmements of tropospheric propagation beyond the horizon in the meter band [Beckmann, 1960] have in fact shown distributions as in
figmes 15 to 19 more of len than a pure Rayleigh
distribution.

5 . Appendix
To evaluate the integral (31), one may use a result
derived by Chytil [196 1], which after elementary
modifications reads

( 2?r

u(P,Q,R )= Jo exp (_ P2 cos 2 e+ Q co e+ R sin e)cle

= 271"e-f -, (- I )"'71J ",

a~ oo

m=O

(f.2) 12rn(,IQ2+ R 2)

cos [ 2m ( arctftn ~) ]

(4 )

4. Conclusion
The statistical distribution of the ampli tude and
phase of a multiply cattered electromagneLic field
is equal to the stati tical distribution of the sum of
two-dim ensional vectors with random ampli tudes
and phases. When these phases are distributed
symmetrically, the ampli tude disLribution of the
resulting vector is given by (17) or in the normalized
form (22), or by the curves of figme 5 to 19; the
phase dis tribution is given by (27). In the general
case, which includes asymmetrica1 phase distributions, the resulting distribution is given by the integral (31). Various distribution laws of the amplitudes and phases of the elementary vectors change
the valu es of a, SI, and 82, but not the general form
of the above formulas. The distributions derived
by Rayleigh [1896], Rice [1944- 5], Hoyt [1947], and
Beckmann [1959] are special cases of the above
distribution.
The distribution derived here is met, among other
cases, in the propagation of radio waves in irregnlar
terrain and in tropospheric scatter propagation,
since in both cases scattering from rough surfaces is
involved. From the above derivation it is seen that
the amplitude of a field consisting of very many
elementary scattered waves is not necessarily Rayleigh-distributed (as is often erroneously assumed),
but that the Rayleigh distribution, even in its most
general form, is met only if the phases of the individual scattered waves are distribut ed uniformly
over an interval of length 271" or in some equivalent
way iodicated after equation (35). In practice this
239

reducing to the formula (15) derived by Beckmann

and Schmelovsky [1958] for R = O. For R = O and
large Q(Q>P > > 1) one obtains by addle-point
integration [Beckmann and Schmclov ky, 1958]
/271"
u(P,Q,O) ~ -V Q eQ -

(2P)'"

~o Am
00

(49)

where
A
m

1.3.5 ... (2m - I>. A = 1

2.4.6 . .. 2m '
0
.

(50)

Using (49) to evaluate (14), we find after normalizing by (19) to (21) for Q> 2P> 1.

>

(51 )

Now if
(52)

this expression will obviously be negligibly small for

all values of p except in the neighborhood of p = B,
where the exponential factor will dominate, tbe
terms with p (l / 2J-m being either negligible or practically
constant in this short interval. But the exponential
is that of the normal distribution with mean value

(p)= B and variance D {p}= 1/ C1 + K2). hence for

large B (52), the distribution of p b eco~es normal.
As may be seen from figures 10 to 14 in practice
this is the case for B ?:.3, K2 <5.
'

6 . Referen ces
Beckmann, P., The probability distribu t ion of the sum of n
unit vectors with arbitrary phase distributions Acta
TechDica CSAV (, 323- 335 (1959).
'
Beckmann, P., A generalized Rayleigh distribution aDd its
application to ~ropospheric propagation, Electromagnetic
Wave PropagatlOn, pp. 445- 449, Academic Press London
(1960).
.
,
Bec kmann, P. , and Schm elovsk y, K. H., Uber ein bei Schwund erscheinungsuntersuchungen auftretendes Integral, Wiss.
Z. HFE Ilmenau 4, 167-1 71 (1958).
Bernstein, S. N., Generalization of the central limi t theorem
of probability t heory for sums of dependent random variabl.es (in Russian), Usp. fiz . nauk, No. 10, 55- 114 (1944).
Chyti l, B., D epolar ization by randomly spaced scatterers
Prace URE - CSAV, Inst. R ep. No. 20 (1961).
'

Gnedenko, B. V., and- A. N. Kolmogorov, Limit distributions

for sums of random variables. Ru ssian original: Gostekhizdat, Moscow-Leningrad 1949. English translation:
Wesley Pub!. Co., Cambridge, Mass. (1954) .
Hoyt, R . S., Proba bility functions for t he modulus and angle I
of t he normal complex variate, B ell Syst. T ech. J . 26, ~
318- 359 (1947).
,
Hristow, W . K., Grundlagen der Wahrscheinlichkeitsrechnung, p. 125, Verlag Bauwesen, Berlin (1961).
Norton, K. A., L. E. Vogler, W. V. Mansfield and P. J . Short
The probability distribution of the amplit~de of a constant
vector plus a R ayleigh-distribu ted vector, Proc . LR.E. (3,
1354- 1361 (1955).
Rayleig h, Lord , The Theory of Sound, Sec. 42a, 3d ed.,
London (1896).
Rice, S. 0., Mathematical analysis of random noise, Bell Syst.
.Tech. J. 23, 282- 332 (1944); 2(, 46- 156 (1945).
Richter, H ., Wahrscheinlichk eitsth eorie. Springer Verlag
Berlin-Gottingen-Heidelberg (1956).
'
Zuhrt, H ., Die SummeDhaufigkeitskurven cler exzentrischen
R ayleigh-Verteilung und ihre Anwendung auf Ausbreitungsmessungen, AEU, 11, 478-484 (1957).

240

(Paper 66D3- 191 )