Let X and Y be zero mean and jointly Gaussian random variables with variances o,o and covariance poxoy Find a 2 2 transformation matrix A such that V A X, YT has independent components V and V Let X and Y be zero mean and jointly Gaussian random variables with variances o,o and covariance poxoy Fi...

Let X and Y be zero-mean and jointly Gaussian random variables with variances o,o and covariance...

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Probability and Random Processes With Applications to Signal Processing and Communications

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Authors: Scott Miller, Donald Childers

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Let X and Y be zero-mean and jointly Gaussian random variables with variances o,o and covariance...

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