Title :
The multivariate complex normal distribution-a generalization
Author_Institution :
Dept. of Appl. Phys., Delft Univ. of Technol., Netherlands
fDate :
3/1/1995 12:00:00 AM
Abstract :
The multivariate complex normal distribution usually employed in the literature is a special case since certain restrictions have been imposed on the covariances of the real and imaginary parts of its variables. A more general distribution is proposed of which the usual distribution is shown to be a special case
Keywords :
covariance matrices; normal distribution; statistical analysis; covariance matrix; covariances; general distribution; imaginary parts; multivariate complex normal distribution; real parts; variables; Covariance matrix; Gaussian distribution; Physics; Stochastic processes; Symmetric matrices;
Journal_Title :
Information Theory, IEEE Transactions on
