The distribution of the amplitude and phase of the mean of a sample of complex random variables

DOI10.1016/J.JMVA.2012.05.017MaRDI QIDQ690966zbMATHOpenAlexFDO

Authors Christopher S. Withers, Saralees Nadarajah

Publication date 29 November 2012

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2012.05.017

zbMATH Keywords

Edgeworth expansionscomplex normal random variablessums of products of random variables

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Central limit and other weak theorems (60F05)

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(6)

• scientific article; zbMATH DE number 3104864 (Why is no real title available?)
• Amplitudes, phases and complex frequencies of 2-D Gaussian signals
• Simplified relationships for the probability distribution of the phase of a sine wave in narrow-band normal noise (Corresp.)
• scientific article; zbMATH DE number 3998870 (Why is no real title available?)
• Edgeworth expansions for the product of two complex random matrices each with iid compo\-nents
• Amplitude mean of functional data on \(\mathbb{S}^2\) and its accurate computation

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