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arXiv · 2605.31536

Closed-form linear moments of the two-dimensional angular central Gaussian distribution

Siméon Vareilles
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Abstract

The polar-angle marginal of a centred bivariate Gaussian distribution, obtained after integrating out the radial coordinate, gives the two-dimensional angular central Gaussian (ACG) distribution of Tyler. While its trigonometric and vector-valued moments have been studied in detail, to our knowledge there are no explicit closed-form expressions for the \emph{linear} moments $\mathbf{E}[\theta]$ and $\mathbf{E}[\theta^{2}]$ on the natural domain $\theta\in\left]-\pi/2,\pi/2\right[$. Here \textit{linear} refers to the ordinary moments $\int\theta^{k}f(\theta)\,d\theta$ of the angle regarded as a real-valued variable, in contrast to the circular (trigonometric) moments $\mathbf{E}[e^{ik\theta}]$ customary in directional statistics. We provide such expressions: the mean is a simple arctangent of the parameters, while the second moment is given by the real part of a dilogarithm. The derivation, based on a contour integration around the branch cut of $\arctan z$, is elementary. These quantities naturally arise in physics, where $\theta$ is interpreted as a real-valued phase rather than a circular variable.

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Siméon Vareilles. 2026-05-29. Closed-form linear moments of the two-dimensional angular central Gaussian distribution. https://arxiv.org/abs/2605.31536

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