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Central limit theorem of random quadratics forms involving random matrices

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  • Pan, Guangming
  • Miao, Baiqi
  • Jin, Baisuo

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.

Suggested Citation

  • Pan, Guangming & Miao, Baiqi & Jin, Baisuo, 2008. "Central limit theorem of random quadratics forms involving random matrices," Statistics & Probability Letters, Elsevier, vol. 78(6), pages 804-809, April.
    • Handle: RePEc:eee:stapro:v:78:y:2008:i:6:p:804-809
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    References listed on IDEAS

    as
    1. Yin, Y. Q., 1986. "Limiting spectral distribution for a class of random matrices," Journal of Multivariate Analysis, Elsevier, vol. 20(1), pages 50-68, October.
    2. Jonsson, Dag, 1982. "Some limit theorems for the eigenvalues of a sample covariance matrix," Journal of Multivariate Analysis, Elsevier, vol. 12(1), pages 1-38, March.
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