On bilinear forms in Gaussian random variables and Toeplitz matrices (Q1105276)
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scientific article; zbMATH DE number 4058540
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| English | On bilinear forms in Gaussian random variables and Toeplitz matrices |
scientific article; zbMATH DE number 4058540 |
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On bilinear forms in Gaussian random variables and Toeplitz matrices (English)
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1988
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Let \(B_ n=\sum^{n}_{i,j=1}a_{i-j}X_ iX_ j\) be a bilinear form, where \(X_ i\) is a zero mean stationary Gaussian sequence. The results of \textit{U. Grenander} and \textit{G. Szegö}, Toeplitz forms and their applications. (1958; Zbl 0080.095), on the asymptotic behaviour of \(B_ n\) are improved. The improved result on the asymptotic behaviour of the trace of products of Toeplitz matrices is used for this purpose.
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bilinear form
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stationary Gaussian sequence
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Toeplitz forms
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asymptotic behaviour of the trace of products of Toeplitz matrices
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0.7585533857345581
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0.7488008141517639
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0.7409553527832031
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