Computing the Moments of the Complex Gaussian: Full and Sparse Covariance Matrix
Given a multivariate complex centered Gaussian vector Z = ( Z 1 , ⋯ , Z p ) with non-singular covariance matrix Σ , we derive sufficient conditions on the nullity of the complex moments and we give a closed-form expression for the non-null complex moments. We present condi...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2019-03-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | http://www.mdpi.com/2227-7390/7/3/263 |