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

DOI10.1016/J.JMVA.2012.05.017zbMath1255.60026OpenAlexW1989932784MaRDI QIDQ690966

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

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

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