Title :
Asymptotic normality of some Hermitian forms with complex noisy data
Author_Institution :
Lab. des Signaux et Syst., CNRS, Gif-sur-Yvette, France
fDate :
1/1/1994 12:00:00 AM
Abstract :
Hermitian forms with complex random data arise in some areas of physics when one studies the effect of the noise in some frequency interval. In this context, a central-limit theorem is proved for independent Gaussian variables in the complex plane. The non-Gaussian case is also studied and the same result holds provided that the fourth-order moments are bounded
Keywords :
matrix algebra; numerical analysis; parameter estimation; random noise; signal processing; stochastic processes; Hermitian forms; bounded fourth-order moments; central-limit theorem; complex noisy data; complex random data arise; frequency interval; independent Gaussian variables; nonGaussian case; Covariance matrix; Frequency measurement; Length measurement; Network address translation; Phase noise; Physics; Random variables; Sampling methods; Signal analysis; Symmetric matrices;
Journal_Title :
Information Theory, IEEE Transactions on
