In this paper, we propose the distributionally robust secure transmit schemes in multi-input single-output (MISO) downlink wireless networks which consist of a transmitter, a desired receiver, multiple eavesdroppers and an assisting jammer. The imperfect channel state information (CSI) is considered and the CSI errors are only captured by the mean and covariance. We first study the transmit power minimization by jointly designing the beamforming vector at transmitter and artificial noise(AN) covariance at jammer, while the lower bound of connection probability at desired receiver and lower bound of outage probability at eavesdroppers are guaranteed simultaneously. Since the chance-constrained problem is non-convex, we derive two safe convex approximations by exploiting the Conditional Value-at-risk (CVaR) based method and Bernstein-type inequality (BTiE) based method, respectively. Specifically, we extend the application of BTiE originally proposed with the Gaussianity assumption to other possible distributions which satisfy the proposed sufficient condition. Furthermore, the secrecy rate maximization is exploited under the constraint of total transmit power. The original problem is non-convex and fractional, hence we design the Bilevel Quick Search (BQS) method to make it tractable. Finally, the simulation results verify the effectiveness and the robustness of the proposed transmit schemes.
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