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About: Complex random vector     Goto   Sponge   NotDistinct   Permalink

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