DocumentCode
747677
Title
The multivariate complex normal distribution-a generalization
Author
Van Den Bos, A.
Author_Institution
Dept. of Appl. Phys., Delft Univ. of Technol., Netherlands
Volume
41
Issue
2
fYear
1995
fDate
3/1/1995 12:00:00 AM
Firstpage
537
Lastpage
539
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;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/18.370165
Filename
370165
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