Suppose Z = X + jY is a circular Gaussian random variable whose PDF is described by
Question:
Find the characteristic function associated with this complex Gaussian random variable, ΦZ (ω) = E [exp (jωZ)]. Do you get the same (or different) results as with a real Gaussian random variable.
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exp 2 ло fz(2)
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Related Book For
Probability and Random Processes With Applications to Signal Processing and Communications
ISBN: 978-0123869814
2nd edition
Authors: Scott Miller, Donald Childers
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