DocumentCode :
947047
Title :
On a moment theorem for complex Gaussian processes
Author :
Reed, I.S.
Volume :
8
Issue :
3
fYear :
1962
fDate :
4/1/1962 12:00:00 AM
Firstpage :
194
Lastpage :
195
Abstract :
A general theorem is provided for the moments of a complex Gaussian video process. This theorem is analogous to the well-known property of the multivariate normal distribution for real variables, which states that an 
th order central product moment is zero if is odd and is equal to a sum of products of covariances when is even.
th order central product moment is zero if is odd and is equal to a sum of products of covariances when is even.Keywords :
Gaussian processes; Gaussian distribution; Gaussian processes; Helium; Information theory; Radar detection;
fLanguage :
English
Journal_Title :
Information Theory, IRE Transactions on
Publisher :
ieee
ISSN :
0096-1000
Type :
jour
DOI :
10.1109/TIT.1962.1057719
Filename :
1057719
Link To Document :
