Central limit theorem for Hotelling's T^2 statistic under large dimension (2008)
In this paper, we prove the central limit theorem for Hotelling's $T^2$ statistic when the dimension of the random vectors is proportional to the sample size.
Circular law, Extreme Singular values and Potential theory (2007)
Consider the empirical spectral distribution of complex random $n\times n$ matrix whose entries are independent and identically distributed random variables with mean zero and variance $1/n$. In this...
Central limit theorem of random quadratics forms involving random matrices
Pan, Guangming, Miao, Baiqi, Jin, Baisuo
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.
Some limiting theorems of some random quadratic forms
Pan, Guangming, Miao, Boqi, Jin, Baisuo
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...