Complex Gaussian Random Vectors and the Probability Law \( \mathbb {C} N_{2n}(0, \varSigma _{2n}(\zeta ))\)
摘要
In this chapter (which can be studied without the subsequently following chapters), we offer a self-contained representation of complex Gaussian random vectors and unfold their rich structure. Having the Grothendieck inequality in the complex case in mind, we give special attention to the probability laws of partitioned complex Gaussian random vectors in \(\mathbb {C}^{2n}\) .