This paper studies performance analysis of physical layer security in a Rayleigh fading wiretap channel, where, the main (transmitter-to-legitimate receiver) and eavesdropper (transmitter-to-eavesdropper) channel coefficients are correlated. By exploiting the novel approach called Copula theory, we derive closed-form expressions for average secrecy capacity (ASC), secrecy outage probability (SOP), and secrecy coverage region (SCR). Moreover, to more evaluate the impact of channel correlation, the asymptotic behavior of SOP in high signal-tonoise ratio (SNR) regime and other scenarios is studied, and finally, the analytical results are illustrated numerically under the positive dependence, independence, and negative dependence structures. Based on the insights from this analysis, we found that the effect of correlated fading on the performance of physical layer security can be helpful or harmful in different scenarios, depending on the structure of dependency between the main and eavesdropper channels.

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