Moments of the complex multivariate normal distribution
C. FassinoG. PistoneM. P. Rogantin
所有作者
C. FassinoG. PistoneM. P. Rogantin
文献摘要
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.