Recall that a one-dimensional random variable Γ is Gaussian if it has the characteristic function

for some real numbers m ∈ and ϭ ≥ 0. If we differentiate (2.1) two times with respect to ξ and set ξ = 0, we see that

A random vector Γ = ( Γ_{1,}..., Γ_{n}) ∈ is Gaussian, if 〈ℓ, Γ〉 is for every ℓ ∈

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