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