Central limit theorem of random quadratics forms involving random matrices

被引：1
|
作者：
Pan, Guangming [1 ,2 ]
Miao, Baiqi [2 ]
Jin, Baisuo [2 ]
机构：
[1] EURANDOM, NL-5600 MB Eindhoven, Netherlands
[2] Univ Sci & Technol China, Dept Stat & Finance, Hefei 230026, Anhui, Peoples R China
来源：
STATISTICS & PROBABILITY LETTERS | 2008年 / 78卷 / 06期
基金：
中国国家自然科学基金;
关键词：
central limit theorem; large dimensional matrix; quadratic forms;
D O I：
10.1016/j.spl.2007.09.047
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Let s(i) = 1/root M(nu(i, l) , ... , nu(i,N))(T) and S = (s(1), s(2), ... , s(K)) where random variables {nu(ij), i, j = 1, 2, ... ,} are i.i.d. with E nu(4)(11) < infinity. The central limit theorem of the random quadratic forms s(l)(T)(SST)(i)s(l) is established, which arises from the application in wireless communications. (c) 2007 Elsevier B.V. All rights reserved.
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页码：804 / 809
页数：6
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