Hi,(adsbygoogle = window.adsbygoogle || []).push({});

Why there is a half factor in the definition of the correlation of complex random variables, like:

[tex]\phi_{zz}(\tau)=\frac{1}{2}\mathbf{E}\left[z^*(t+\tau)z(t)\right][/tex]?

Thanks in advance

**Physics Forums | Science Articles, Homework Help, Discussion**

Dismiss Notice

Join Physics Forums Today!

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

# Correlation of Complex Random Variables

Loading...

Similar Threads for Correlation Complex Random |
---|

A Interpreting Chi Squared ... backward |

I Interpreting the correlation |

I Correlation coeff in conditional distribution |

I R Value in Social Sciences |

B Correlation question |

**Physics Forums | Science Articles, Homework Help, Discussion**