数学定义
http://en.wikipedia.org/wiki/Complex_normal_distribution
通信中的定义
在通信里，复基带等效系统的噪声是复高斯噪声，其分布就是circularly symmetric complex Gaussian。你可以理解为我们通常意义的噪声，因为不是circularly symmetric的高斯噪声我们在通信里从来不用考虑。
下面是产生m行n列的 CN(0, sigma^2)噪声(randn(m,n)+1i*randn(m,n))*sigma/sqrt(2)
“circular” means the variance of the real and imaginary parts are equal.
"white" refers to the fact that the power spectral density of the noise is flat across the whole frequency spectrum. This means that its autocorrelation is a Dirac-delta at t=0.(So its covariance matrix will show noise powers on the diagnal elements and zeros elsewhere.)
"gaussian" means the probability distribution of the amplitudes of the noise samples is Gaussian.