Central limit theorem of random quadratics forms involving random matrices

摘要

Let s(i) = 1/root M(nu(i, l) , ... , nu(i,N))(T) and S = (s(1), s(2), ... , s(K)) where random variables {nu(ij), i, j = 1, 2, ... ,} are i.i.d. with E nu(4)(11) < infinity. The central limit theorem of the random quadratic forms s(l)(T)(SST)(i)s(l) is established, which arises from the application in wireless communications.