Moments of the complex multivariate normal distribution
Probability
2018-02-15 v2
Abstract
We present a characterization of the null moments of the Complex Multivariate Normal Distribution with non-singular covariance matrix and we give closed-forms expressions for its non-null moments.
Keywords
Cite
@article{arxiv.1708.09622,
title = {Moments of the complex multivariate normal distribution},
author = {C. Fassino and G. Pistone and M. P. Rogantin},
journal= {arXiv preprint arXiv:1708.09622},
year = {2018}
}
Comments
21 pages