Find the general form of the joint characteristic function of two jointly Gaussian random variables.

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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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Question Posted: Nov 20, 2015 12:00 AM

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Find the general form of the joint characteristic function of two jointly Gaussian random variables.

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First we note that Conditioned on Y X is a Gaussian ...View the full answer

Probability and Random Processes With Applications to Signal Processing and Communications

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