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Complex random vector information


In probability theory and statistics, a complex random vector is typically a tuple of complex-valued random variables, and generally is a random variable taking values in a vector space over the field of complex numbers. If are complex-valued random variables, then the n-tuple is a complex random vector. Complex random variables can always be considered as pairs of real random vectors: their real and imaginary parts.

Some concepts of real random vectors have a straightforward generalization to complex random vectors. For example, the definition of the mean of a complex random vector. Other concepts are unique to complex random vectors.

Applications of complex random vectors are found in digital signal processing.

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Complex random vector

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statistics, a complex random vector is typically a tuple of complex-valued random variables, and generally is a random variable taking values in a vector space...

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Complex normal distribution

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that the complex random vector Z = X + i Y {\displaystyle \mathbf {Z} =\mathbf {X} +i\mathbf {Y} \,} is a complex normal random vector or a complex Gaussian...

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Cumulative distribution function

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\Im {(Z_{n})}\leq \Im {(z_{n})})} as definition for the CDS of a complex random vector Z = ( Z 1 , … , Z N ) T {\displaystyle \mathbf {Z} =(Z_{1},\ldots...

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Complex random variable

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statistics, complex random variables are a generalization of real-valued random variables to complex numbers, i.e. the possible values a complex random variable...

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Covariance matrix

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matrix giving the covariance between each pair of elements of a given random vector. Intuitively, the covariance matrix generalizes the notion of variance...

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Multivariate random variable

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In probability, and statistics, a multivariate random variable or random vector is a list or vector of mathematical variables each of whose value is unknown...

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Autocorrelation

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autocorrelation matrix is a Hermitian matrix for complex random vectors and a symmetric matrix for real random vectors.: p.190  The autocorrelation matrix is a...

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Multivariate normal distribution

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normal distribution to higher dimensions. One definition is that a random vector is said to be k-variate normally distributed if every linear combination...

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Inner product space

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space) is a real vector space or a complex vector space with an operation called an inner product. The inner product of two vectors in the space is a...

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Rayleigh distribution

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speed (vector magnitude) will be characterized by a Rayleigh distribution. A second example of the distribution arises in the case of random complex numbers...

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Vector monitor

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A vector monitor, vector display, or calligraphic display is a display device used for computer graphics up through the 1970s. It is a type of CRT, similar...

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Random variable

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can consider random elements of other sets E {\displaystyle E} , such as random Boolean values, categorical values, complex numbers, vectors, matrices,...

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Random forest

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notice the link between random forest and kernel methods. He pointed out that random forests which are grown using i.i.d. random vectors in the tree construction...

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Random graph

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generalizes Gilbert's random graph model, is the random dot-product model. A random dot-product graph associates with each vertex a real vector. The probability...

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White noise

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memory slightly. A random vector (that is, a random variable with values in Rn) is said to be a white noise vector or white random vector if its components...

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Weakly measurable function

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probability space is usually referred to as a random variable (or random vector if it takes values in a vector space such as the Banach space B {\displaystyle...

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Covariance

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the mean and the covariance matrix of the random vector X {\displaystyle \textstyle \mathbf {X} } , a vector whose jth element ( j = 1 , … , K ) {\displaystyle...

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Random positioning machine

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A random positioning machine, or RPM, rotates biological samples along two independent axes to change their orientation in space in complex ways and so...

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Support vector machine

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In machine learning, support vector machines (SVMs, also support vector networks) are supervised max-margin models with associated learning algorithms...

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Algebraic connectivity

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the Fiedler vector. The Fiedler vector can be used to partition a graph. For the example graph in the introductory section, the Fiedler vector is ( 0.415...

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Variance

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x^{*}} is the complex conjugate of x . {\displaystyle x.} This variance is a real scalar. If X {\displaystyle X} is a vector-valued random variable, with...

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Hill climbing

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{\displaystyle f(\mathbf {x} )} , where x {\displaystyle \mathbf {x} } is a vector of continuous and/or discrete values. At each iteration, hill climbing will...

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