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.

引用

页码：804 / 809

页数：6

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