# Variance of a vector product

1. Dec 11, 2014

### nikozm

Hi,

Assuming that A is a n x m random matrix and each of its entries are complex Gaussian with zero mean and unit-variance. Also, assume that b is a n x1 random vector and its entries are complex Gaussian with zero mean and variance=s. Then, what would be the variance of their product Ab?

Any help would be useful.

Thanks

2. Dec 16, 2014