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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1964 Volume 9, Issue 1, Pages 113–118 (Mi tvp347)

This article is cited in 27 papers

Short Communications

On the Convergence to Normality of Quadratic Forms in Independent Variables

P. Whittle

University of Manchester

Abstract: Sufficient conditions are obtained for the distribution of a quadratic form of $n$ independent variables to converge to the normal distribution as $n$ increases. Particular attention is given to forms which are encountered in the theory of stationary random processes. The results of the paper are formulated in Theorems 1 and 2 of Section 4; a short description of the methods is given in Section 2.

Received: 26.09.1962

Language: English


 English version:
Theory of Probability and its Applications, 1964, 9:1, 103–108

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