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

DOI10.1016/J.JMVA.2012.05.017zbMATH Open1255.60026OpenAlexW1989932784MaRDI QIDQ690966FDOQ690966

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

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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)

Cited In (6)

• Simplified relationships for the probability distribution of the phase of a sine wave in narrow-band normal noise (Corresp.)
• Edgeworth expansions for the product of two complex random matrices each with iid compo\-nents
• Title not available (Why is that?)
• Amplitude mean of functional data on \(\mathbb{S}^2\) and its accurate computation
• Amplitudes, phases and complex frequencies of 2-D Gaussian signals
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