Some limiting theorems of some random quadratic forms

DOI10.1016/j.spl.2005.07.005zbMath1087.60511OpenAlexW2036817941MaRDI QIDQ2489841

Boqi Miao, Guangming Pan, Baisuo Jin

Publication date: 28 April 2006

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2005.07.005

zbMATH Keywords

quadratic formsconvergence rateMartingalelarge dimensional matrix

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Strong limit theorems (60F15)

Cites Work

• No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices
• On the empirical distribution of eigenvalues of a class of large dimensional random matrices
• Large system performance of linear multiuser receivers in multipath fading channels
• Linear multiuser receivers in random environments