Suppose Z = X + jY is a circular Gaussian random variable whose PDF is described by

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Suppose Z = X + jY is a circular Gaussian random variable whose PDF is described by Equation (5.70),

Find the characteristic function associated with this complex Gaussian random variable, Î¦Z (Ï‰) = E [exp (jÏ‰Z)]. Do you get the same (or different) results as with a real Gaussian random variable.

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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 12:03 AM

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Suppose Z = X + jY is a circular Gaussian random variable whose PDF is described by

Question:

exp 2 ло fz(2)

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One way to approach this is as follows Since 2 x ...View the full answer

Probability and Random Processes With Applications to Signal Processing and Communications

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