Central limit theorem for linear eigenvalue statistics of random matrices with independent entries

DOI10.1214/09-AOP452zbMath1180.15029arXiv0809.4698OpenAlexW1994231597MaRDI QIDQ1035862

Anna Lytova, Leonid Pastur

Publication date: 4 November 2009

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0809.4698

zbMATH Keywords

Laplace transformStieltjes transformcentral limit theoremrandom matrixWishart ensemblegeneralized Fourier transformlinear eigenvalue statisticssample covariance matricesGaussian orthogonal ensemble

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Analysis of variance and covariance (ANOVA) (62J10)

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