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

DOI10.1007/s00440-007-0133-7zbMath1167.62019arXiv0705.1701OpenAlexW1979915596MaRDI 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

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

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