Asymptotic normality of the sample mean and covariances of evanescent fields in noise |
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| Authors: | Mark Kliger Joseph M Francos |
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| Institution: | a Department of Electrical Engineering and Computer Science, University of Michigan, Ann Arbor, MI, 48109-2122, USA
b Department of Electrical and Computer Engineering, Ben-Gurion University, Beer-Sheva 84105, Israel |
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| Abstract: | We consider the asymptotic properties of the sample mean and the sample covariance sequence of a field composed of the sum of a purely indeterministic and evanescent components. The asymptotic normality of the sample mean and sample covariances is established. A Bartlett-type formula for the asymptotic covariance matrix of the sample covariances of this field, is derived. |
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| Keywords: | Primary 60G60 secondary 60F05 62G20 |
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