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

共 50 条

[41] A Strong Central Limit Theorem for a Class of Random Surfaces [J].

Conlon, Joseph G. ;

Spencer, Thomas .

COMMUNICATIONS IN MATHEMATICAL PHYSICS, 2014, 325 (01) :1-15

[42] On the central limit theorem for unsharp quantum random variables [J].

Dimic, Aleksandra ;

Dakic, Borivoje .

NEW JOURNAL OF PHYSICS, 2018, 20

[43] A Central Limit Theorem for Diffusion in Sparse Random Graphs [J].

Hamed Amini ;

Erhan Bayraktar ;

Suman Chakraborty .

Journal of Statistical Physics, 2023, 190

[44] Almost sure functional central limit theorem for ballistic random walk in random environment [J].

Rassoul-Agha, Firas ;

Seppaelaeinen, Timo .

ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2009, 45 (02) :373-420

[45] A Central Limit Theorem for the Mean Starting Hitting Time for a Random Walk on a Random Graph [J].

Matthias Löwe ;

Sara Terveer .

Journal of Theoretical Probability, 2023, 36 :779-810

[46] CENTRAL LIMIT THEOREM FOR RANDOM WALKS IN DIVERGENCE FREE RANDOM DRIFT FIELD - REVISITED [J].

Toth, Balint .

REVUE ROUMAINE DE MATHEMATIQUES PURES ET APPLIQUEES, 2024, 69 (3-4) :585-601

[47] On the rate of convergence in the central limit theorem for random sums of strongly mixing random variables [J].

Jonas Kazys Sunklodas .

Lithuanian Mathematical Journal, 2018, 58 :219-234

[48] A Central Limit Theorem for the Mean Starting Hitting Time for a Random Walk on a Random Graph [J].

Loewe, Matthias ;

Terveer, Sara .

JOURNAL OF THEORETICAL PROBABILITY, 2023, 36 (02) :779-810

[49] Rates of Convergence in the Central Limit Theorem for the Elephant Random Walk with Random Step Sizes [J].

Jérôme Dedecker ;

Xiequan Fan ;

Haijuan Hu ;

Florence Merlevède .

Journal of Statistical Physics, 190

[50] On the rate of convergence in the central limit theorem for random sums of strongly mixing random variables [J].

Sunklodas, Jonas Kazys .

LITHUANIAN MATHEMATICAL JOURNAL, 2018, 58 (02) :219-234

← 1 2 3 4 5 →