Circularly complex Gaussian noise--A price theorem and a Mehler expansion (Corresp.)

In this correspondence, the Price theorem for -dimensional circularly complex Gaussian noise is given and examples of its use are presented. The Mehler expansion for two-dimensional circularly complex Gaussian noise is derived. Some properties of the complex Hermite polynomials required in this expansion are presented. The use of the complex Hermite polynomials is illustrated. These results ease some of the calculations involved with bandpass signals and noise.