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Discuss the distribution of the complex gaussian process

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Question: Circular symmetry criterion for a complex Gaussian process. Show that the distribution of the complex Gaussian process Z(t)eiθ is invariant for all rotations 0 ≤ θ ≤ 2π if and only if the pseudo-covariance function QZZ (t,s) = E[Z(t)Z(s)] = 0.

Reference no: EM131550244

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