In this correspondence we mainly consider the asymptotic distribution of the estimator of circularity coefficients of scalar and multidimensional complex random variables (RV). A particular attention is paid to rectilinear RV. After deriving new properties of the circularity coefficients, the maximum likelihood estimate of the circularity coefficients in the Gaussian case and asymptotic distribution of this estimate for arbitrary distributions are given. Finally, an illustrative example is presented in order to strengthen the obtained theoretical results.