ELI5: Explain Like I'm 5

Complex Wishart distribution

The complex Wishart distribution is a type of probability distribution that is used to describe a set of complex numbers that are related to each other. It's kind of like a big math game where you can pick a number, let's say 3, then you can pick another number, let's say 5, and then you can add them together to get 8. But this time, instead of numbers, the game is played with complex numbers, which are like two numbers stuck together. So we would pick two complex numbers, let's say (3+4i) and (5-2i), and add them together to get (8+2i). Then we can take that number and do it again, over and over, and each time the result will be a new, different complex number that follows a certain pattern. The complex Wishart distribution helps us figure out what this pattern of numbers looks like, and how likely each one is to happen.