On a moment theorem for complex Gaussian processes

A general theorem is provided for the moments of a complex Gaussian video process. This theorem is analogous to the well-known property of the multivariate normal distribution for real variables, which states that an n th order central product moment is zero if n is odd and is equal to a sum of prod...

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Bibliographic Details
Published inI.R.E. transactions on information theory Vol. 8; no. 3; pp. 194 - 195
Main Author Reed, I.
Format Journal Article
LanguageEnglish
Published The Institute of Radio Engineers, Inc 01.04.1962
Subjects
Gaussian distribution
Gaussian processes
Information theory
Radar detection
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ISSN0096-1000
DOI10.1109/TIT.1962.1057719

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Summary:A general theorem is provided for the moments of a complex Gaussian video process. This theorem is analogous to the well-known property of the multivariate normal distribution for real variables, which states that an n th order central product moment is zero if n is odd and is equal to a sum of products of covariances when n is even.
ISSN:0096-1000
DOI:10.1109/TIT.1962.1057719