Faculty Publications
Convergence Results For Sequences Of Quadratic Forms
Document Type
Article
Keywords
degenerate convergence, Quadratic forms, rates of convergence., tail probabilities
Journal/Book/Conference Title
Canadian Journal of Statistics
Volume
10
Issue
1
First Page
39
Last Page
47
Abstract
Let (XI,)be a sequence of independent random variables, and let Qn= where for each N,(an:,k)is a doubly indexed sequence of weights. The convergence and the rate of convergence of the sequence of quadratic forms {Qn} are studied. These quadratic forms are linear sums of dependent variables; however, their convergence properties are similar to those of linear sums of independent variables provided the variables have finite rth absolute moments with 0 < r 2.while the rate of convergence has not been obtained for r< 2, it is shown to be different from that of linear sums. Copyright © 1982 Statistical Society of Canada
Department
Department of Management
Original Publication Date
1-1-1982
DOI of published version
10.2307/3315074
Recommended Citation
Wilmesmeier, James M. and Wright, F. T., "Convergence Results For Sequences Of Quadratic Forms" (1982). Faculty Publications. 4889.
https://scholarworks.uni.edu/facpub/4889
