Summary
We improve a result of Szegő on the asymptotic behaviour of the trace of products of Toeplitz matrices.
As an application, we improve also his results on the limiting behaviour of the bilinear forms
where X iis a stationary Gaussian sequence.
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This research was partially supported by the Air Force Office of Scientific Research Contract No. F49620 85C 0144 and partially supported by the Army Research Office through the Mathematical Sciences Institute of Cornell University
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Avram, F. On bilinear forms in Gaussian random variables and Toeplitz matrices. Probab. Th. Rel. Fields 79, 37–45 (1988). https://doi.org/10.1007/BF00319101
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DOI: https://doi.org/10.1007/BF00319101