let (X, Y ) have a normal distribution with mean vector ( X , Y ) and covariance matrix = ( ) , where is positive definite and = (skew symmetric). Then Z = X + iY is said to have a complex normal distribution with mean = X + iY and covariance matrix P = E[(Z )(Z )] = Q + iR where Z = X iY . Find Q and R in terms of components of the covariance matrix