2 
56:9) = Soop) — 2 ‘| 7 2boP Soop) @- Im|Hon(o)| 
2 2 2 4 
+ BlHgm(@)! =o} OSoop®) + == Sapo) | .(10.31) 
Go 
where Jm {- } indicates the imaginary part of a function {-}. 
Here 
S¢ob\M1) S$opo(M2) SGop.(@ —@1- @2)dw\dw2. (10.32) 
ae 
S obo (@) = i 
In the computation of these values, the expected values E[&- 7 - byl] and E[&,1E|-7 - ll, 
that include the absolute values [&|, 7] must be calculated. Here € and 7 follow the two 
variables’ Gaussian distribution, 
o2E* — 200 +02n° 
1 
IED SS 
271020 ¥ 1-07 20707(1 -@7) 
(ce is the correlation). 
The expected values of the two variables such as E[& n°] E[é ZI n°] have been computed 
by Isserlis,’° a long time ago, but no reference was found on the expected values of the 
products of variance that include the absolute values as E[&,7, byl], E[E - El-7 - byl). 
These were calculated by this author and were found as 
BIE-n- in) =,/2 Q 0407, (10.34) 
107 || = EG 
E[E - \Eln - inl] = i oeso4d x SVS IVE Mae 
[5 - Sl - il] = Vl1-@-3@+2(1+ 20°) X tan eos o 
(10.35) 
287 
