Complex normal distribution

In probability theory, the family of complex normal distributions characterizes complex random variables whose real and imaginary parts are jointly normal. The complex normal family has three parameters: location parameter μ, covariance matrix Γ, and the relation matrix C. The standard complex normal is the univariate distribution with μ = 0, Γ = 1, and C = 0.

单词	Complex gaussian distribution
释义	Complex gaussian distribution 英语百科 Complex normal distribution In probability theory, the family of complex normal distributions characterizes complex random variables whose real and imaginary parts are jointly normal. The complex normal family has three parameters: location parameter μ, covariance matrix Γ, and the relation matrix C. The standard complex normal is the univariate distribution with μ = 0, Γ = 1, and C = 0.
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Complex gaussian distribution

Complex normal distribution