Some limiting theorems of some random quadratic forms

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.

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Year of publication:	2005
Authors:	Pan, Guangming ; Miao, Boqi ; Jin, Baisuo
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 75.2005, 3, p. 151-157
Publisher:	Elsevier
Keywords:	Convergence rate Large dimensional matrix Martingale Quadratic forms

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

Persistent link: https://www.econbiz.de/10005313982