This thesis provides new statistical connections between noncircularly-symmetric central and circularly-symmetric noncentral underlying complex Gaussian models. This is particularly interesting since it facilitates the analysis of noncircularly-symmetric models, which are often underused despite their practical interest, since their analysis is more challenging.
Although these statistical connections have a wide range of applications in different areas of univariate and multivariate analysis, this thesis is framed in the context of wireless communications, to jointly analyze noncentral and noncircularly-symmetric fading models. We provide an unified framework for the five classical univariate fading models, i.e. the one-sided Gaussian, Rayleigh, Nakagami-m, Nakagami-q and Rician, and their most popular generalizations, i.e the Rician shadowed, η-µ, κ-µ and κ-µ shadowed. Moreover, we present new simple results regarding the ergodic capacity of single-input single-output systems subject to κ-µ shadowed, κ-µ and η-µ fadings.
With applications to multiple-input multiple-output communications, we are interested in matrices of the form W=XX^H (or W=X^HX), where X is a complex Gaussian matrix with unequal variance in the real and imaginary parts of its entries, i.e., X belongs to the noncircularly-symmetric Gaussian subclass. By establishing a novel connection with the well-known complex Wishart ensemble, we facilitate the statistical analysis of W and give new insights on the effects of such asymmetric variance profile
