Central limit theorem of random quadratics forms involving random matrices

Guangming Pan, Baiqi Miao and Baisuo Jin

Statistics & Probability Letters, 2008, vol. 78, issue 6, 804-809

Abstract: Let and S=(s1,s2,...,sK) where random variables are i.i.d. with . The central limit theorem of the random quadratic forms is established, which arises from the application in wireless communications.

Keywords: Central; limit; theorem; Large; dimensional; matrix; Quadratic; forms (search for similar items in EconPapers)
Date: 2008
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