In this paper, we investigate the secrecy performance of dual-hop randomize-and-forward (RaF) cognitive relay multi-channel wiretap networks over correlated fading channels, in which the eavesdropper can wiretap the information from source and relays simultaneously. Specifically, in order to enhance the secrecy performance, we introduce two cooperation diversity schemes: 1) traditional partial relay selection (TPRS), where an optimal relay is selected to receive-and-forward the information based on the channel quality between the source and relays and 2) decoding threshold-aided optimal relay selection (DTaORS), where an optimal relay is selected from the threshold-based relay set based on the channel quality between the relays and destination. For these criteria, we analyze the secrecy performance of two cooperation diversity schemes by deriving the exact and asymptotic expressions for the secrecy outage probability of cognitive relay wiretap networks over correlated fading channels. From the results, we conclude that: 1) even though the channel correlation does not influence the secrecy diversity order, it is beneficial to the secrecy coding gain in high main-to-eavesdropper ratio regime; 2) DTaORS with an appropriate decoding rate can achieve better secrecy performance than TPRS. However, affected by the multi-channel wiretap, both of DTaORS and TPRS can not increase the secrecy diversity order any more, which is always equal to 1; and 3) the secrecy performance with a RaF scheme is better than that with a decode-and-forward scheme in multichannel wiretap scenario.
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