• DocumentCode
    917258
  • Title

    Moments of the sum of circularly symmetric random variables (Corresp.)

  • Author

    Goldman, Joel

  • Volume
    18
  • Issue
    2
  • fYear
    1972
  • fDate
    3/1/1972 12:00:00 AM
  • Firstpage
    297
  • Lastpage
    298
  • Abstract
    Let (X_1,Y_1), \\cdots ,(X_N, Y_N) be N independent pairs of circularly symmetric random variables, A simple expression is derived for the even moments of the (Euclidean) norm of the vector sum (X_1, Y_1) + \\cdots + (X_N, Y_N) in terms of the moments of (X_i ^2 + Y_i ^2)^{1/2}, i = 1,\\cdots ,N . As an application of our results we find an expression for the moments of the "envelope" of a sum of randomly phased cosinusoids.
  • Keywords
    Random variables; Decoding; Encoding; Parity check codes; Probability density function; Random variables; Symmetric matrices; Telephony; Upper bound;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/TIT.1972.1054794
  • Filename
    1054794
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=917258