• DocumentCode
    894688
  • Title

    Moments of complex Gaussian processes

  • Author

    Miller, K.S.

  • Volume
    56
  • Issue
    1
  • fYear
    1968
  • Firstpage
    83
  • Lastpage
    84
  • Abstract
    It is shown that the same formula used for calculating the moments of a real multivariate Gaussian process may be used to calculate the moments of a complex Gaussian process. This is a slight generalization of a result of Reed. The method of proof is simple, elegant, and self-contained.
  • Keywords
    Covariance matrix; Diodes; Equations; Gaussian processes; Information theory; Pulse circuits;
  • fLanguage
    English
  • Journal_Title
    Proceedings of the IEEE
  • Publisher
    ieee
  • ISSN
    0018-9219
  • Type

    jour

  • DOI
    10.1109/PROC.1968.6153
  • Filename
    1448083