 Distribution of the maximum of correlated receiver horizons

The distribution of the maximum of correlated receiver horizons must use the joint timing law. Let $H=\max (H_1,H_2)$. Then $\mathrm{Pr}(H\le h)=\mathrm{Pr}(H_1\le h,H_2\le h)$, which generally is not the product of the marginal probabilities. The independent special case is derived in channel switching under uncertainty in a combined receiver horizon.

For an explicit correlated model, suppose $(H_1,H_2)$ has a bivariate normal distribution with common mean $\mu$, common standard deviation $s>0$, and correlation coefficient $-1<\rho <1$. With $z=(h-\mu )/s$, the cumulative distribution function and density of the maximum areHere $\varphi ,\Phi$ are the standard normal distribution density and cdf, and ${\Phi }_2$ is the bivariate cdf. The density follows by differentiating along both boundaries and using the conditional normal law. The official SciPy reference supplies a cdf method parameterized by the mean vector and covariance matrix; it is a numerical evaluation, not an assumption of channel independence.^[ref]

The equal-variance model also gives exact moments. Write $H=(S+|D|)/2$, with $S=H_1+H_2$ and $D=H_1-H_2$. They are independent normal variables, with $\mathrm{Var}(D)=2s^2(1-\rho )$. The absolute-normal moment then givesFor an original shared-clock example, let $\mu =100\mathrm{ns}$, $s=1\mathrm{ns}$, and $\rho =1/2$. Then $EH\approx 100.399\mathrm{ns}$ and the standard deviation is about $0.917\mathrm{ns}$. Positive correlation reduces the expected gain from selecting the larger horizon, while increasing its variance relative to the independent equal-channel case.

A common-clock contribution to a maximum receiver horizon can be modeled for nonnegative $\rho$ by $H_j=\mu +s(\sqrt{\rho }{Z}_0+\sqrt{1-\rho }{Z}_j)$ with independent standard normal inputs. As $\rho$ tends to one, both channels share the same uncertain horizon: selection does not remove the common error. Actual receiver timing correlations must be justified by calibration and reference reuse; the example neither measures them nor guarantees that the receiver is invertible.