Price's theorem for complex variates

  • Authors:

  • A. van den Bos

  • Affiliations:

  • Dept. of Appl. Phys., Delft Univ. of Technol.

  • Venue:
  • IEEE Transactions on Information Theory
  • Year:
  • 2006

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Abstract

Price's (1958) theorem is derived for complex valued variates. The derivation differs from the existing derivation in two respects. First, the normal variates are not assumed to be circularly complex. Thus the result is more general. Second, the characteristic function of the complex variates is not used