Complex normal distribution
http://dbpedia.org/resource/Complex_normal_distribution an entity of type: WikicatComplexNumbers
In probability theory, the family of complex normal distributions, denoted or , characterizes complex random variables whose real and imaginary parts are jointly normal. The complex normal family has three parameters: location parameter μ, covariance matrix , and the relation matrix . The standard complex normal is the univariate distribution with , , and .
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Complex normal distribution
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Complex normal
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24666969
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multivariate
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In probability theory, the family of complex normal distributions, denoted or , characterizes complex random variables whose real and imaginary parts are jointly normal. The complex normal family has three parameters: location parameter μ, covariance matrix , and the relation matrix . The standard complex normal is the univariate distribution with , , and . An important subclass of complex normal family is called the circularly-symmetric (central) complex normal and corresponds to the case of zero relation matrix and zero mean: and . This case is used extensively in signal processing, where it is sometimes referred to as just complex normal in the literature.
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— covariance matrix
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— location
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— relation matrix
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complicated, see text
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17194