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# Questions tagged [complex-random-variable]

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### Distribution of $e^{j\theta}$

Is there a canonical or analytic expression for the probability distribution for the circularly-symmetric complex random variable $Z$: $$Z = e^{j\theta},$$ where $\theta \sim \mathcal U(0, 2\pi)$? ...
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### PSD of complex white gaussian noise

It may be a really simple question, but I'm not sure about this one: Given a complex white Gaussian noise process with iid real and imaginary parts and a double sided power spectral density of $N_0/2$...
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### Variance of function of random variable

Is their an easier way to find variance of function of random variable? Till now what I am doing is first find probability density function of (function of random variable) then integrate over range.
I am currently studying complex FastICA and the paper says that Suppose $\mathbf{s}$ is a $n\times1$ complex random vector. If $\mathbf{s}$ has zero mean, unit variance, and uncorrelated real and ...