ABSTRACT
Theorem 4.2.1. Let Z1,…, Zn be a sequence of n complex random variables. Then
(a) cov(Z1, Z2)=(cov(Z2, Z1))*.
(b) For
Proof.
(a) Let Zj=Xj+iYj, j=1,…, n, where X1,…, Xn; Y1,…, yn are real random variables.
Theorem 4.2.1. Let Z1,…, Zn be a sequence of n complex random variables. Then
(a) cov(Z1, Z2)=(cov(Z2, Z1))*.
(b) For
Proof.
(a) Let Zj=Xj+iYj, j=1,…, n, where X1,…, Xn; Y1,…, yn are real random variables.