Circularly-Symmetric Gaussian random vectors

  title={Circularly-Symmetric Gaussian random vectors},
  author={Robert G. Gallager},
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
Highly Cited
This paper has 61 citations. REVIEW CITATIONS



Citations per Year

62 Citations

Semantic Scholar estimates that this publication has 62 citations based on the available data.

See our FAQ for additional information.