Apr 22'25

Exercise

[math] \newcommand{\mathds}{\mathbb}[/math]

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Prove that given independent normal variables [math]x,y[/math], by setting

[[math]] z=\frac{1}{\sqrt{2}}(x+iy) [[/math]]

the even moments of the variable [math]|z|[/math] are given by the formula [math]\mathbb E(|z|^{2p})=p![/math].