What is the distribution of amplitude and phase of circularly symmetric normal random variable.

273 Views Asked by At

If a complex random variable x is circularly symmetric standard gaussian $ x = CN (0,1)$ then what we can say about its amplitude and phase.

1

There are 1 best solutions below

0
On

With circular symmetry the phase in uniform $U[0,2\pi]$, and the amplitude is half normal. The phase and amplitude are independent.