On Gaussian Product Modulus Distribution
Shin'ichi Koike · IEICE Transactions on Fundamentals of Electronics Communications and Computer Sciences · 2011
In this letter, we derive a probability density function (PDF) for a modulus of product of two complex-valued Gaussian random variables. The PDF is expressed using Modified Bessel Functions, and the probability distribution is named Gaussian Product Modulus Distribution. Some examples of expectation calculation are provided.