Complex Gaussian Random Variable - Search Videos

Pillai: Complex Gaussian representation as Rayleigh and Uniform

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Pillai: Complex Gaussian representation as Rayleigh and Uniform

A zero complex Gaussian random variable with independent real and imaginary (Gaussian) components with common variance is represented in polar form. In that case it is shown here that the magnitude is Rayleigh, the phase is uniform and furthermore that they are independent random variables.

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