{
  "id": "1511.02723",
  "version": "v1",
  "published": "2015-11-09T15:42:29.000Z",
  "updated": "2015-11-09T15:42:29.000Z",
  "title": "Variance inequalities for quadratic forms with applications",
  "authors": [
    "Pavel Yaskov"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "We obtain variance inequalities for quadratic forms of weakly dependent random variables with bounded fourth moments. We also discuss two application. Namely, we use these inequalities for deriving the limiting spectral distribution of a random matrix and estimating the long-run variance of a stationary time series.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2015-11-09T15:42:29.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60F25"
    ],
    "keywords": [
      "quadratic forms",
      "variance inequalities",
      "application",
      "weakly dependent random variables",
      "stationary time series"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2015arXiv151102723Y"
    }
  }
}