Complex Gaussian Processes

DOI10.1137/1011088MaRDI QIDQ5643355zbMATH OpenOpenAlexFDO

Authors Kenneth S. Miller

Publication date 1969

Published in SIAM Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1011088

Mathematics Subject Classification ID

Gaussian processes (60G15)

Cited in

(7)

• On the detection of a signal in colored noise
• Computationally efficient, robust algorithm for matched field processing
• Moments of the complex multivariate normal distribution
• Zeros of Gaussian power series, Hardy spaces and determinantal point processes
• Vonn distribution of relative phase for statistical image modeling in complex wavelet domain
• Rational kernel-based interpolation for complex-valued frequency response functions
• Simultaneous confidence regions for the difference between two multivariate complex normal means

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