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Lecture
Gaussian Random Vectors
Description
This lecture covers the concept of complex valued random vectors, focusing on Gaussian random vectors and their statistical properties, such as the covariance matrix. Emre Telatar discusses the characteristics of complex random vectors and their relevance in real-world applications, emphasizing the importance of specifying statistical properties. The lecture delves into the mathematical definitions and properties of complex random vectors, providing insights into their significance in various fields.
Official source
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