DocumentCode
947047
Title
On a moment theorem for complex Gaussian processes
Author
Reed, I.S.
Volume
8
Issue
3
fYear
1962
fDate
4/1/1962 12:00:00 AM
Firstpage
194
Lastpage
195
Abstract
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 
th order central product moment is zero if is odd and is equal to a sum of products of covariances when is even.
th order central product moment is zero if is odd and is equal to a sum of products of covariances when is even.Keywords
Gaussian processes; Gaussian distribution; Gaussian processes; Helium; Information theory; Radar detection;
fLanguage
English
Journal_Title
Information Theory, IRE Transactions on
Publisher
ieee
ISSN
0096-1000
Type
jour
DOI
10.1109/TIT.1962.1057719
Filename
1057719
Link To Document