Moments of the complex multivariate normal distribution
C. Fassino, G. Pistone, M.P. Rogantin
TL;DR
This paper characterizes the null moments of the complex multivariate normal distribution and provides closed-form expressions for its non-null moments, enhancing understanding of its statistical properties.
Contribution
It introduces a new characterization of null moments and derives explicit formulas for non-null moments of the complex multivariate normal distribution.
Findings
Closed-form expressions for non-null moments.
Characterization of null moments.
Enhanced understanding of distribution's properties.
Abstract
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.
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Taxonomy
TopicsBayesian Methods and Mixture Models · Markov Chains and Monte Carlo Methods · Probability and Risk Models