Title :
Price´s theorem for complex variates
Author_Institution :
Dept. of Appl. Phys., Delft Univ. of Technol., Netherlands
fDate :
1/1/1996 12:00:00 AM
Abstract :
Price´s (1958) theorem is derived for complex valued variates. The derivation differs from the existing derivation in two respects. First, the normal variates are not assumed to be circularly complex. Thus the result is more general. Second, the characteristic function of the complex variates is not used
Keywords :
normal distribution; statistical analysis; stochastic processes; vectors; Price´s theorem; complex valued variates; complex variates; complex vector variables; stochastic variables; Amplitude modulation; Calculus; Gaussian distribution; Matrices; Noise level; Physics; Stochastic processes;
Journal_Title :
Information Theory, IEEE Transactions on
