Complex Gaussian Random Vectors and the Probability Law $$ \mathbb {C} N_{2n}(0, \varSigma _{2n}(\zeta ))$$

Author:

Oertel Frank

Publisher

Springer Nature Switzerland

Reference18 articles.

1. Andersen, H., Højbjerre, M., Sørensen, D., Eriksen, P.: Linear and Graphical Models for the Multivariate Complex Normal Distribution. Lecture Notes in Statistics, vol. 101. Springer, New York (1995)

2. Bauer, H.: Probability Theory. Translated from the German by Robert B. Burckel. de Gruyter Studies in Mathematics, vol. 23. Walter de Gruyter, Berlin-New York (1996)

3. Bauer, H.: Measure and Integration Theory. Translated from the German by Robert B. Burckel. de Gruyter Studies in Mathematics, vol. 26. Walter de Gruyter, Berlin-New York (2001)

4. Bogachev, V.I.: Gaussian Measures. Transl. from the Russian by the author. Mathematical Surveys and Monographs, vol. 62. American Mathematical Society (AMS), xii, Providence (1998)

5. Defant, A., Floret, K.: Tensor Norms and Operator Ideals. North-Holland Mathematics Studies, vol. 176. North-Holland, Amsterdam (1993)

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