Asymptotic normality for traces of polynomials in independent complex Wishart matrices (Q2480809): Difference between revisions

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-Wlodzimierz Bryc
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+CLT for linear spectral statistics of large-dimensional sample covariance matrices.
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+Some properties of crossings and partitions
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+Fluctations of the empirical law of large random matrices
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+Second order freeness and fluctuations of random matrices. III: Higher order freeness and free cumulants
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+On the Eigenvalues of Random Matrices
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+Statistical eigen-inference from large Wishart matrices
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+The Distribution of the Determinant of a Complex Wishart Distributed Matrix
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+Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)
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+The complex Wishart distribution and the symmetric group
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+Random matrices with complex Gaussian entries
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+CUMULANTS AND PARTITION LATTICES1
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+On the Complex Wishart Distribution
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