Asymptotic normality for traces of polynomials in independent complex Wishart matrices
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Publication:2480809
DOI10.1007/s00440-007-0068-zzbMath1132.62038arXivmath/0701318OpenAlexW2013086830MaRDI QIDQ2480809
Publication date: 3 April 2008
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0701318
Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Enumeration in graph theory (05C30) Approximations to statistical distributions (nonasymptotic) (62E17) Random matrices (algebraic aspects) (15B52)
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