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Complex random vector

In probability theory and statistics, a complex random vector is typically a tuple of complex-valued random variables, and generally is a random variable taking values in a vector space over the field of complex numbers. If Z 1 , … , Z n {\displaystyle Z_{1},\ldots ,Z_{n}} are complex-valued random variables, then the n-tuple ( Z 1 , … , Z n )…

Characters, Covariance matrix and pseudo-covariance matrix & Characteristic function

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Covariance matrix and pseudo-covariance matrix

Covariance matrixMatrixCovarianceComplex conjugateHermitian matrix
8 related topics

Characteristic function

Characteristic function
1 related topics

Definition

Probability spaceFunctionReal random vector
3 related topics

Cumulative distribution function

Cumulative distribution function
1 related topics

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Overview

Definition

Cumulative distribution function

Expectation

Covariance matrix and pseudo-covariance matrix

Proper complex random vectors

Cauchy–Schwarz inequality

Characteristic function

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Complex random vector

Nodes34
Edges33
Triples14
Avg. degree1.94
Density0.058824
Components1

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Complex random vector

Top relations

related to Independence · 4
Complex random vector → Eq, Independence, Two, Written
related to Definition · 3
Complex random vector → Im, Omega, Re
related to Cauchy–Schwarz inequality · 2
Complex random vector → Schwarz, The Cauchy
related to Cross-covariance matrix and pseudo-cross-covariance matrix · 2
Complex random vector → And, The
related to Characteristic function · 1
Complex random vector → The
related to Circular symmetry · 1
Complex random vector → The
related to Expectation · 1
Complex random vector → As

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Important terminology

random complex displaystyle vector vectors mathbf matrix covariance real proper variables function called distribution defined symmetric also imaginary components circularly

Entity relationships Subject–Predicate–Object triples

SubjectPredicateObjectConfidenceSrc
Complex random vectorrelated to Cauchy–Schwarz inequalityThe Cauchy0.60section
Complex random vectorrelated to Cauchy–Schwarz inequalitySchwarz0.60section
Complex random vectorrelated to Characteristic functionThe0.60section
Complex random vectorrelated to Circular symmetryThe0.60section
Complex random vectorrelated to Cross-covariance matrix and pseudo-cross-covariance matrixThe0.60section
Complex random vectorrelated to Cross-covariance matrix and pseudo-cross-covariance matrixAnd0.60section
Complex random vectorrelated to DefinitionOmega0.60section
Complex random vectorrelated to DefinitionRe0.60section
Complex random vectorrelated to DefinitionIm0.60section
Complex random vectorrelated to ExpectationAs0.60section
Complex random vectorrelated to IndependenceTwo0.60section
Complex random vectorrelated to IndependenceEq0.60section

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