Central limit theorem of random quadratics forms involving random matrices

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.

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Year of publication:	2008
Authors:	Pan, Guangming ; Miao, Baiqi ; Jin, Baisuo
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 78.2008, 6, p. 804-809
Publisher:	Elsevier
Keywords:	Central limit theorem Large dimensional matrix Quadratic forms

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005138028