A transformation which transforms from a 2-D continuous Uniform Distribution to a 2-D Gaussian Bivariate
Distribution (or Complex Gaussian Distribution). If and are uniformly and
independently distributed between 0 and 1, then and as defined below have a Gaussian Distribution with
Mean and Variance .

(1) | |||

(2) |

This can be verified by solving for and ,

(3) | |||

(4) |

Taking the Jacobian yields

(5) |

© 1996-9

1999-05-26