Pages that link to "Item:Q1167486"

The following pages link to Some limit theorems for the eigenvalues of a sample covariance matrix (Q1167486):

Displaying 50 items.

• A functional CLT for partial traces of random matrices (Q2031019) (← links)
• Central limit theorem for mesoscopic eigenvalue statistics of deformed Wigner matrices and sample covariance matrices (Q2041806) (← links)
• In memoriam: Paruchuri Rama Krishnaiah (1932--1987). A tribute (Q2062778) (← links)
• Global fluctuations for multiple orthogonal polynomial ensembles (Q2066024) (← links)
• A result on the limiting spectral distribution of random matrices with unequal variance entries (Q2069498) (← links)
• On eigenvalues of a high-dimensional spatial-sign covariance matrix (Q2073230) (← links)
• Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings (Q2079602) (← links)
• Properties of eigenvalues and eigenvectors of large-dimensional sample correlation matrices (Q2108908) (← links)
• CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data (Q2122833) (← links)
• Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications (Q2137016) (← links)
• Spectral statistics of high dimensional sample covariance matrix with unbounded population spectral norm (Q2137038) (← links)
• Law of large numbers and central limit theorems through Jack generating functions (Q2227264) (← links)
• Orthogonal polynomials relative to a generalized Marchenko-Pastur probability measure (Q2234481) (← links)
• Central limit theorems for linear statistics of heavy tailed random matrices (Q2249761) (← links)
• Functional CLT of eigenvectors for large sample covariance matrices (Q2254734) (← links)
• Estimation of deviation for random covariance matrices (Q2335874) (← links)
• On fluctuations of eigenvalues of random permutation matrices (Q2346189) (← links)
• Law of log determinant of sample covariance matrix and optimal estimation of differential entropy for high-dimensional Gaussian distributions (Q2348449) (← links)
• On asymptotics of eigenvectors of large sample covariance matrix (Q2373573) (← links)
• A CLT for information-theoretic statistics of Gram random matrices with a given variance profile (Q2378626) (← links)
• Mass transportation proofs of free functional inequalities, and free Poincaré inequalities (Q2391273) (← links)
• Central limit theorem for linear spectral statistics of large dimensional separable sample covariance matrices (Q2419661) (← links)
• Comparison between two types of large sample covariance matrices (Q2451115) (← links)
• Random matrix theory in statistics: a review (Q2453609) (← links)
• Limiting spectral distribution of a symmetrized auto-cross covariance matrix (Q2454407) (← links)
• Asymptotic distributions of the signal-to-interference ratio of LMMSE detection in multiuser communications (Q2467115) (← links)
• Asymptotic normality for traces of polynomials in independent complex Wishart matrices (Q2480809) (← links)
• Central limit theorem of random quadratics forms involving random matrices (Q2483458) (← links)
• A note on testing the covariance matrix for large dimension (Q2567187) (← links)
• Central limit theorem of linear spectral statistics of high-dimensional sample correlation matrices (Q2692519) (← links)
• CLT for Linear Spectral Statistics of Hermitian Wigner Matrices with General Moment Conditions (Q2811890) (← links)
• A CLT FOR INFORMATION-THEORETIC STATISTICS OF NON-CENTERED GRAM RANDOM MATRICES (Q2884857) (← links)
• PARTIAL TRANSPOSITION OF RANDOM STATES AND NON-CENTERED SEMICIRCULAR DISTRIBUTIONS (Q2884859) (← links)
• Central limit theorems for the real eigenvalues of large Gaussian random matrices (Q2973392) (← links)
• Large deviations of spread measures for Gaussian matrices (Q3302617) (← links)
• Fluctuations for differences of linear eigenvalue statistics for sample covariance matrices (Q3387055) (← links)
• Gaussian fluctuations for linear spectral statistics of deformed Wigner matrices (Q3387061) (← links)
• Global spectrum fluctuations for the β-Hermite and β-Laguerre ensembles via matrix models (Q3441926) (← links)
• Orthogonal polynomials and fluctuations of random matrices (Q3445248) (← links)
• Multiuser Detection and Statistical Mechanics (Q3448753) (← links)
• On fluctuations for random band Toeplitz matrices (Q3450527) (← links)
• CLT for linear spectral statistics of a rescaled sample precision matrix (Q3459154) (← links)
• ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY (Q3650926) (← links)
• Eigenvalue Density of the Wishart Matrix and Large Deviations (Q4236710) (← links)
• Testing Independence via Spectral Moments (Q4554535) (← links)
• Spectra of overlapping Wishart matrices and the Gaussian free field (Q4568315) (← links)
• Spectral statistics of the uni-modular ensemble (Q4588414) (← links)
• (Q4686275) (← links)
• High-Dimensional CLTs for Individual Mahalanobis Distances (Q4689248) (← links)
• GLOBAL FLUCTUATIONS FOR LINEAR STATISTICS OF β-JACOBI ENSEMBLES (Q4910892) (← links)