Some limiting theorems of some random quadratic forms

Guangming Pan, Boqi Miao and Baisuo Jin

Statistics & Probability Letters, 2005, vol. 75, issue 3, 151-157

Abstract: In this paper, the random quadratic form is considered. The main motivation comes from the application to wireless communication. For [tau]>0, it is shown that converges to a fixed quantity with convergence rate oa.s(N1/2-[tau]). Also, convergence in probability is established.

Keywords: Convergence; rate; Large; dimensional; matrix; Martingale; Quadratic; forms (search for similar items in EconPapers)
Date: 2005
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(05)00269-5
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:75:y:2005:i:3:p:151-157

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().