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Complex random variable

In probability theory and statistics, complex random variables are a generalization of real-valued random variables to complex numbers, i.e. the possible values a complex random variable may take are complex numbers. Complex random variables can always be considered as pairs of real random variables: their real and imaginary parts. Therefore, the…

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Characteristic function

1 related topics

Expectation

4 related topics

Cauchy–Schwarz inequality

3 related topics

Definition

2 related topics

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Overview

Definition

Expectation

Variance and pseudo-variance

Covariance matrix of real and imaginary parts

Covariance and pseudo-covariance

Circular symmetry

Cauchy–Schwarz inequality

Characteristic function

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Complex random variable

Nodes34
Edges33
Triples42
Avg. degree1.94
Density0.058824
Components1

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Complex random variable

Top relations

related to Covariance matrix of real and imaginary parts · 5
Complex random variable → Cov, For, Im, Re, The
related to Cumulative distribution function · 5
Complex random variable → However, Im, Re, The, Therefore
related to Cauchy–Schwarz inequality · 4
Complex random variable → Hölder's, Schwarz, The Cauchy, Triangle
related to Expectation · 4
Complex random variable → Im, Note, Re, The
related to Probability density function · 4
Complex random variable → An, Im, Re, The
is a · 3
Complex random variable → complex Gaussian random variable with zero mean and zero pseudo-covariance matrix.A complex random variable Z, function C, uniform distribution over the filled unit circle
related to Definition · 3
Complex random variable → Im, Omega, Re
related to Simple example · 3
Complex random variable → Consider, The, This
related to Uniform distribution · 3
Complex random variable → Another, The, This
related to Circular symmetry · 2
Complex random variable → Circular, Gaussian

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Important terminology

random complex variable variables displaystyle real function operatorname distribution probability expectation re im definition defined may density imaginary mathbb symmetric

Entity relationships Subject–Predicate–Object triples

SubjectPredicateObjectConfidenceSrc
Complex random variableis auniform distribution over the filled unit circle0.90text
Complex random variableis acomplex Gaussian random variable with zero mean and zero pseudo-covariance matrix.A complex random variable Z0.90text
Complex random variableis afunction C0.90text
Complex random variablerelated to Cauchy–Schwarz inequalityThe Cauchy0.60section
Complex random variablerelated to Cauchy–Schwarz inequalitySchwarz0.60section
Complex random variablerelated to Cauchy–Schwarz inequalityTriangle0.60section
Complex random variablerelated to Cauchy–Schwarz inequalityHölder's0.60section
Complex random variablerelated to Characteristic functionThe0.60section
Complex random variablerelated to Circular symmetryCircular0.60section
Complex random variablerelated to Circular symmetryGaussian0.60section
Complex random variablerelated to Covariance and pseudo-covarianceThe0.60section
Complex random variablerelated to Covariance and pseudo-covarianceNotice0.60section

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