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Probability distribution of the sum of N complex random variables

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Abstract

A method is described for the investigation of the statistics of the sum of N independent complex variables. This method allows one to obtain the exact mean value of the squared modulus of the sum and its moments, for any value of the number N of variables. In particular, the case has been examined where the variables are lognormally distributed in amplitude and normally distributed in phase. This case is of interest in the field of atmospheric optics for the investigation of the effect of the diameter of the receiving aperture.

© 1977 Optical Society of America

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