Given a multivariate complex centered Gaussian vector Z = ( Z 1 , ⋯ , Z p ) with non-singular covariance matrix Σ , we derive sufficient conditions on the… Click to show full abstract
Given a multivariate complex centered Gaussian vector Z = ( Z 1 , ⋯ , Z p ) with non-singular covariance matrix Σ , we derive sufficient conditions on the nullity of the complex moments and we give a closed-form expression for the non-null complex moments. We present conditions for the factorisation of the complex moments. Computational consequences of these results are discussed.
Keywords:
computing moments;
covariance matrix;
covariance;
complex moments;
moments complex
Journal Title: Mathematics
Year Published: 2019
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Journal Title: Mathematics
Year Published: 2019
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!