Computing the Moments of the Complex Gaussian: Full and Sparse Covariance Matrix
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DOI: 10.3390/math7030263
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… read more here.
Keywords: computing moments; covariance matrix; covariance; complex moments ... See more keywords