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Maximum absolute from complex Gaussian distribution
Consider a random variable $Y$ with complex Gaussian distribution, i.e $Y \sim \mathcal{C N}(\mu,\sigma^2)$. We can write $Y$ as real ($Y_r$) and imaginary component ($Y_j$) as $Y = Y_r + i Y_j$. ...
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Variance of the maximum of linear combinations of iid normal random variables
Let $X_i$ for $i\in\{1,\dots,n\}$ be a set iid normally distributed random variables with mean $\mu$ and variance $\sigma^2$. Let $Y_j$ for $j\in\{1,\dots,2^n\}$ be a positive linear combination of ...
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