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math.PR2017
Cubature rules and expected value of some complex functions
Claudia Fassino, Eva Riccomagno, Maria-Piera Rogantin
The expected value of some complex valued random vectors is computed by means of the indicator function of a designed experiment as known in algebraic statistics. The general theor…
math.PR2017
Moments of the complex multivariate normal distribution
C. Fassino, G. Pistone, M. P. Rogantin
We present a characterization of the null moments of the Complex Multivariate Normal Distribution with non-singular covariance matrix and we give closed-forms expressions for its n…