Prob/Stats Material on complex random variables and exotic probabilities

Click For Summary
The discussion centers on the search for books that specifically address complex random variables, particularly those that can take on complex values rather than just probabilities in the complex range. The interest stems from a desire to integrate knowledge of complex analysis with statistics. The inquiry also extends to exotic probabilities, including those that can be complex-valued, exceed 1, or even be negative. The participant notes that most existing literature is found in physics papers, particularly in the context of quantum physics, and expresses a preference for more mathematical treatments of these topics. A referenced Wikipedia page is mentioned as a potential resource, highlighting the relevance of complex random variables in signal processing.
s00mb
Messages
33
Reaction score
10
I am looking for books that have sections or even chapters devoted to complex random variables, or random variables that can take on complex values (NOT probabilities that are valued in the complex range, in this regard). On the other hand, if someone does know any books that contain material on exotic probabilities that would be neat too (in this case probability can be complex valued, greater than 1 or even negative). I got interested in this while brushing up on my complex analysis and reading a statistics book at the same time. Figured, why not try to combine the two in some way? I've seen other people have tried this, but most of the material I find are in physics papers and mostly are applied to quantum physics. If possible, I'd like to see more mathematical treatments of the topics. Thanks.
 
Physics news on Phys.org

Thread 'Complex analysis or calculus?'

Im currently reading mathematics for physicists by Philippe Dennery and André Krzywicki, and I’m understanding most concepts however I think it would be better for me to get a book on complex analysis or calculus to better understand it so I’m not left looking at an equation for an hour trying to figure out what it means. So here comes the split, do I get a complex analysis book? Or a calculus book? I might be able to Borrow a calculus textbook from my math teacher study that for a bit and...
View full post »

Similar threads

Prob/Stats Probability book for basic understanding
  • · Replies 6 ·
Replies
6
Views
4K
Prob/Stats Material for studying probability and statistics
  • · Replies 3 ·
Replies
3
Views
2K
Prob/Stats What Book Best Explains the Distribution of Combined Random Variables?
  • · Replies 2 ·
Replies
2
Views
1K
Prob/Stats Finding a Probability Book for Physics Students for a Complex Course
  • · Replies 4 ·
Replies
4
Views
2K
Prob/Stats Thoughts on "Weighing the Odds" by David Williams?
  • · Replies 3 ·
Replies
3
Views
2K
I How to show these random variables are independent?
  • · Replies 1 ·
Replies
1
Views
2K
Quantum An alternative route to learn mathematics for physics, the "rigorous way"
  • · Replies 6 ·
Replies
6
Views
4K
Alternative to Mathematical Methods books
  • · Replies 7 ·
Replies
7
Views
4K
Prob/Stats References to Probability & Statistics for Engineers
  • · Replies 2 ·
Replies
2
Views
3K
Rigorous Study of the Higgs Boson - Question
  • · Replies 46 ·
2
Replies
46
Views
5K