content_image/325374.jpg content_image/325375.jpg content_image/325376.jpg content_image/325372.jpg content_image/325373.jpg
and 

<img src='content_image/325374.jpg'>

By the Lebesgue dominated convergence Theorem we can take 0 < η < δ such that 

Then using the Law of Large Numbers we obtain 

<img src='content_image/325375.jpg'>

<img src='content_image/325376.jpg'>

and get (A.42). A similar procedure is performed to prove (A.43). ■ 

Proof of Theorem 5: Consider 

C ( δ, L$_{1}$, L$_{2}$ ) = { ( B , Γ ) ∈ R p × q × S q : δ ≤ ‖ Γ ‖ ≤ L$_{1}$, | Γ | = 1 and ‖ B ‖ 2 ≤ L$_{2}$ } , C $_{1}$( ε ) = { ( B , Γ ) ∈ C ( δ, L$_{1}$, L$_{2}$ ) : ‖ B ‖ 2 ≥ ε } and C $_{2}$( ε ) = { ( B , Γ ) ∈ C ( δ, L$_{1}$, L$_{2}$ ) : ‖ Γ − I$_{q}$ ‖ ≥ ε } . 

According to the Lemmas 14 and 16 and (2.6), it would be enough to show that given ε$_{1}$ > 0, ε$_{2}$ > 0 and L$_{1}$ and L$_{2}$ arbitrarily large, there exist γ > 0 and σ$_{1}$ > σ$_{0}$ such that 

<img src='content_image/325372.jpg'>

<img src='content_image/325373.jpg'>

