Baoshan Miao

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Let {Xij}, i, j = . . . , be a double array of i.i.d. complex random variables with EX11 = 0,E|X11| 2 = 1 and E|X11| 4 <∞, and let An = 1 N T 1/2 n XnX ∗ nT 1/2 n , where T 1/2 n is the square root of a nonnegative definite matrix Tn and Xn is the n×N matrix of the upper-left corner of the double array. The matrix An can be considered as a sample covariance(More)
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