The multivariate complex normal distribution-a generalization

Abstract

The multivariate complex normal distribution usually employed in the literature is a special case since certain restrictions have been imposed on the covariances of the real and imaginary parts of its variables. A more general distribution is proposed of which the usual distribution is shown to be a special case.< <ETX xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">&gt;</ETX>