Circularly-Symmetric Gaussian random vectors

@inproceedings{Gallager2008CircularlySymmetricGR,
  title={Circularly-Symmetric Gaussian random vectors},
  author={Robert G. Gallager},
  year={2008}
}
A number of basic properties about circularly-symmetric Gaussian random vectors are stated and proved here. These properties are each probably well known to most researchers who work with Gaussian noise, but I have not found them stated together with simple proofs in the literature. They are usually viewed as too advanced or too detailed for elementary texts but are used (correctly or incorrectly) without discussion in more advanced work. These results should have appeared in Section 7.8.1 of… CONTINUE READING
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