EIGENVALUE VARIANCE BOUNDS FOR WIGNER AND COVARIANCE RANDOM MATRICES (Q2920378)

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EIGENVALUE VARIANCE BOUNDS FOR WIGNER AND COVARIANCE RANDOM MATRICES
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    EIGENVALUE VARIANCE BOUNDS FOR WIGNER AND COVARIANCE RANDOM MATRICES (English)
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    16 October 2012
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    random matrices
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    variance bounds
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    eigenvalue counting function
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    localization
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    four moment theorem
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    Wasserstein distance
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