Live briefing
Everything about Complex normal distribution
Statistical distribution of complex random variables
In probability theory, the family of complex normal distributions, denoted or, characterizes complex random variables whose real and imaginary parts are jointly normal. The complex normal family has three parameters: location parameter μ, covariance matrix, and the relation matrix. The standard complex normal is the univariate distribution with, , and. Wikipedia →
đź§ Start here: a 6-step reading path
- Read the overview: Complex normal distributionA 5-minute orientation
- Skim a recent paper: Oscillating neural circuits: Phase, amplitude, and the complex normal distributionInfluential work since 2022
- Pick up a classic book: Neural Information ProcessingThe most-reprinted book on the subject
- Read the landmark paper: The multivariate complex normal distribution-a generalizationCited 154 times
- Go sideways: Multivariate t-distributionA closely related topic
- Go sideways: Negative multinomial distributionA closely related topic
đź“– Definitions
No dictionary entry for this exact phrase.
🏆 Landmark papers (most cited)
The multivariate complex normal distribution-a generalization
The multivariate distribution of complex normal variables
Distribution of noncentral indefinite quadratic forms in complex normal variables
The Multivariate Distribution of Complex Normal Variables
A Determinant Representation for the Distribution of Quadratic Forms in Complex Normal Vectors
Circularly-symmetric complex normal ratio distribution for scalar transmissibility functions. Part I: Fundamentals
Moments of the complex multivariate normal distribution
Complex Non-rigid 3D Shape Recovery Using a Procrustean Normal Distribution Mixture Model
🆕 Influential since 2022
📚 Books worth reading
Neural Information ProcessingTingwen Huang · 2012
Discrete and combinatorial mathematicsRalph P. Grimaldi · 1985
Cartesian meditationsEdmund Husserl, Dorion Cairns · 1960
Mathematical Methods in the Physical SciencesMary L. Boas, Mary Layne Boas · 1966
Database system conceptsAbraham Silberschatz · 1997
Introduction to automata theory, languages, and computationJohn E. Hopcroft, Jeffrey D. Ullman · 1979- 📕Risk finance and asset pricingCharles S. Tapiero · 2010
Political EconomyCharles S. Devas · 1892
Ranked by number of editions on Open Library, a rough measure of how lasting a book is.
đź”— Related topics
- Multivariate t-distribution In statistics, the multivariate t-distribution (or multivariate Student distribution) is a multivariate probability distribution. It is a generalization…
- Negative multinomial distribution In probability theory and statistics, the negative multinomial distribution is a generalization of the negative binomial distribution (NB(x0, p)) to more…
- Electromagnetic tensor In electromagnetism, the electromagnetic tensor or electromagnetic field tensor (sometimes called the field strength tensor, Faraday tensor or Maxwell…
- Estimation of covariance matrices In statistics, sometimes the covariance matrix of a multivariate random variable is not known but has to be estimated. Estimation of covariance matrices…
- Cameron–Martin theorem In mathematics, the Cameron–Martin theorem or Cameron–Martin formula (named after Robert Horton Cameron and W. T. Martin) is a theorem of measure theory…
- Cross-covariance In probability and statistics, given two stochastic processes { X t } {\displaystyle \left\{X_{t}\right\}} and { Y t } {\displaystyle \left\{Y_{t}\right\}}…
- Directional statistics Directional statistics (also circular statistics or spherical statistics) is the subdiscipline of statistics that deals with directions (unit vectors in…
- Wrapped Cauchy distribution In probability theory and directional statistics, a wrapped Cauchy distribution is a wrapped probability distribution that results from the "wrapping"…