Probability theory | Algebra of random variables | Randomness

Complex random vector

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 of a complex random vector. Other concepts are unique to complex random vectors. Applications of complex random vectors are found in digital signal processing. (Wikipedia).

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From playlist Complex Numbers

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From playlist Complex Numbers

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Complex Matrices are not given enough credit for what they do and even when they are used its often introduced as an foreign entity. This video was made to shed light on such a misinterpreted topic. Timestamps 00:00 - Introduction 00:11 - Matrix 00:45 - Complex Number 02:50 - Complex Ma

From playlist Summer of Math Exposition Youtube Videos

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From playlist Complex Numbers

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From playlist Vectors

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From playlist Vectors

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From playlist Complex Numbers

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From playlist MIT 6.450 Principles of Digital Communications, I Fall 2006

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From playlist Geometry

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From playlist Vectors

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From playlist Complex Analysis

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Vector space | Statistics | Complex normal distribution | Hermitian matrix | Probability space | Multivariate random variable | Covariance matrix | Function (mathematics) | Field (mathematics) | Symmetric matrix | Complex random variable | Complex conjugate | Digital signal processing | Random variable | Expected value | Complex number | Tuple | Probability theory | Matrix (mathematics) | Characteristic function (probability theory) | Covariance