Define the N- dimensional characteristic function for a random vector, X = [X1, X2,..XN] T , according to X () = E[ejTX] where =

Define the N- dimensional characteristic function for a random vector,
X = [X1, X2,€¦..XN] T , according to ΦX (Ω) = E[ejΩTX] where
Ω = [ω1, ω2, ωN] T. Show that the - dimensional characteristic function for a zero- mean Gaussian random vector is given by

@ga-exp(-@cexg 0, =