Universality results for the largest eigenvalues of some sample covariance matrix ensembles

DOI10.1007/s00440-007-0133-7zbMath1167.62019arXiv0705.1701MaRDI QIDQ1017885

Sandrine Péché

Publication date: 13 May 2009

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0705.1701

zbMATH Keywords

central limit theorem

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62E20: Asymptotic distribution theory in statistics

60F05: Central limit and other weak theorems

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