information:filtering, information:highlighting, structural:summarization
Complex random variables

The covariance between two complex random variables Z, W {\displaystyle Z,W} is defined as cov (Z, W) = E) (W − E) ¯ ] = E − E E {\displaystyle \operatorname {cov} (Z,W)=\operatorname {E} \left){\overline {(W-\operatorname {E})}}\right]=\operatorname {E} \left-\operatorname {E} \operatorname {E} \left}

Notice the complex conjugation of the second factor in the definition.

A related pseudo-covariance can also be defined.