I am trying to find the PDF of product of two i.i.d complex Gaussian random variables say $X\sim \mathcal{C}{N}(0,\sigma^2_x)$ and $Y\sim \mathcal{C}{N}(0,\sigma^2_y)$ but not getting it exactly.
Any help in this regard will be highly appreciated.
2026-04-06 06:37:00.1775457420
PDF of product of two complex Gaussian random variables?
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