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http://en.wikipedia.org/wiki/Complex_normal_distribution
Complex normal distribution
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Multivariate normal distribution
http://en.wikipedia.org/wiki/Multivariate_normal_distribution
Cumulative distribution function
Though there is no closed form for F(x), there are a number of
algorithms that estimate it numerically. For example,
see MVNDST under [2] (includes FORTRAN code)
or [3] (includes MATLAB code).
http://www.math.wsu.edu/faculty/genz/software/software.html
bvnl.m