Moments of the complex multivariate normal distribution Original Research Article

Moments of the complex multivariate normal distribution are obtained by differentiating its characteristic function, applying the differential operators for the differentiation of functions of complex vectors. A recurrence relation for the derivatives of the characteristic function is derived, and explicit expressions for the moments are obtained. Moments up to order 6 are expressed in terms of Hermitian matrices. Moments of Hermitian quadratic forms up to order 3 are also obtained.