Moments of the complex multivariate normal distribution

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.

Saved in:
Bibliographic Details
Main Authors Fassino, C, Pistone, G, Rogantin, M. P
Format Journal Article
LanguageEnglish
Published 31.08.2017
Subjects
Mathematics - Probability
Online AccessGet full text

Cover

More Information
Summary: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.
DOI:10.48550/arxiv.1708.09622