Complex random variable

A complex random variable is a type of random variable that takes on values in the complex number domain. In mathematical terms, if \(Z\) is a complex random variable, then it can be expressed as: \[ Z = X + iY \] where \(X\) and \(Y\) are real-valued random variables, and \(i\) represents the imaginary unit (where \(i^2 = -1\)).