Gaussian fluctuations for linear spectral statistics of large random covariance matrices
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Publication:303975
DOI10.1214/15-AAP1135zbMath1408.60011arXiv1309.3728MaRDI QIDQ303975
Publication date: 23 August 2016
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1309.3728
60F05: Central limit and other weak theorems
60B20: Random matrices (probabilistic aspects)
60F15: Strong limit theorems
15A18: Eigenvalues, singular values, and eigenvectors
15B52: Random matrices (algebraic aspects)
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