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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

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Expectation of inverse of complex Gaussian variables

If we consider a complex Gaussian random variable as $h\sim\mathcal{CN}(0,\gamma)$, where $\gamma$ is the variance. Is there any closed-form solution with $\gamma$ for $\mathbf{E}\left[\frac{1}{\lVert …
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