Central Limit Theorem for linear eigenvalue statistics of the Wigner and sample covariance random matrices (Q3173737)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Central Limit Theorem for linear eigenvalue statistics of the Wigner and sample covariance random matrices |
scientific article |
Statements
10 October 2011
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Wigner ensemble
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random matrices
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sample covariance matrix
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central limit theorem
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linear eigenvalue statistics
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Fourier transforms
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Hermitian ensemble
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math-ph
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math.MP
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math.PR
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