Abstract
This paper is devoted to the study of higher-order statistics for complex random variables. We introduce a general framework allowing the direct manipulation of complex quantities: the separation between the real and the imaginary parts of a variable is avoided. We give the rules to integrate and derive probability density functions and characteristic functions, so that calculations may be carried out. In the case of multidimensional variables, we use the natural framework of tensors. The study of complex variables leads to the extension of the notion of complex circular random variables already known in the Gaussian case.
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