What is the expected value of the following expression(adsbygoogle = window.adsbygoogle || []).push({});

[itex]exp(|z+\mu|)[/itex],

where [itex]\mu[/itex] is a real constant and [itex]z=x+jy[/itex] such that [itex]x[/itex] and [itex]y[/itex] are independent Gaussian random variables each with zero mean and [itex]\sigma^2[/itex] variance.

When I try to take the expectation, I couldn't obtain a gaussian integral, so I couldn't take the expectation. So, can we obtain the expected value of the above exponential in a closed form?

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

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!

# Expected value of complex gaussian

Loading...

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