On Bilinear Forms in Gaussian Random Variables, Toeplitz Matrices and Parseval's Relation.

Abstract

A result of Szego is approved on the asympototic behaviour of the trace of products of Toeplitz matrices. As an application, this result is improved on the limiting behavior of the bilinear forms sum of (a sub(i-j) X sub i X sub j) from ij = l to n where X sub i, is a stationary Gaussian sequence. A large deviations result is derived as well. Keywords: Toeplit matrices; Trace; Singular values; Cumulants; Large deviations.

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Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1986
Accession Number
ADA177100

Entities

People

  • Florin Avram

Organizations

  • University of North Carolina at Chapel Hill

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Air Force
  • Coefficients
  • Convolution
  • Data Science
  • Inequalities
  • Information Science
  • Mathematics
  • North Carolina
  • Polynomials
  • Random Variables
  • Scientific Research
  • Sequences
  • Stationary
  • Statistical Analysis
  • Statistics
  • Stochastic Processes

Fields of Study

  • Engineering

Readers

  • Approximation Theory.
  • Linear Algebra