All Questions
Tagged with expectation closed-form-expressions
5 questions
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2
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73
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Expectation of $\left| \frac{(\textbf{x}+\textbf{y})^{H} \textbf{x} }{\| \textbf{x} + \textbf{y} \|^2} \right|^2$, with complex Gaussians?
Given that following two random variables $\textbf{x} \sim \mathcal{CN}(\textbf{0}_{M},\sigma_{x}^{2}\textbf{I}_{M})$ and $\textbf{y} \sim \mathcal{CN}(\textbf{0}_{M},\sigma_{y}^{2}\textbf{I}_{M})$ ...
0
votes
1
answer
121
views
CDF of a RV that is the ratio between a complex Gaussian and a Chi-squared RVs
Given the following p.d.f., which is the p.d.f. of the real and imaginary parts of a random variable that is the ratio between a complex Gaussian and a Chi-squared RVs:
\begin{equation*}
f_U(u)=\exp\...
2
votes
2
answers
148
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Expectation of $\left| \frac{\textbf{x}^{H} \textbf{y} }{\| \textbf{x} \|^2} \right|^2$, where $\textbf{x}$ and $\textbf{y}$ are complex Gaussians?
Given that following two random variables $\textbf{x} \sim \mathcal{CN}(\textbf{0}_{M},\sigma_{x}^{2}\textbf{I}_{M})$ and $\textbf{y} \sim \mathcal{CN}(\textbf{0}_{M},\sigma_{y}^{2}\textbf{I}_{M})$ ...
2
votes
1
answer
100
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p.d.f. of $\left| \frac{\textbf{x}^{H} \textbf{y} }{\| \textbf{x} \|^2} \right|^2$, where $\textbf{x}$ and $\textbf{y}$ are complex Gaussians?
Given that the random variables $\textbf{x} \sim \mathcal{CN}(\textbf{0}_{M},\sigma_{x}^{2}\textbf{I}_{M})$ and $\textbf{y} \sim \mathcal{CN}(\textbf{0}_{M},\sigma_{y}^{2}\textbf{I}_{M})$ are ...
1
vote
2
answers
274
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Closed expression for $\mathbb{E} \left\lbrace \Re \frac{(\textbf{x} + \textbf{y})^{H}\textbf{x}}{\| \textbf{x} + \textbf{y}\|^{2}} \right\rbrace$?
Given the random variables $\textbf{x} \sim \mathcal{CN}(\textbf{0}_{M},\sigma_{x}^{2}\textbf{I}_{M})$ and $\textbf{y} \sim \mathcal{CN}(\textbf{0}_{M},\sigma_{y}^{2}\textbf{I}_{M})$ are independent, ...