Central Limit Theorem for linear eigenvalue statistics of the Wigner and sample covariance random matrices
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Publication:3173737
zbMath1228.15016arXiv1101.3249MaRDI QIDQ3173737
Publication date: 10 October 2011
Full work available at URL: https://arxiv.org/abs/1101.3249
Fourier transformsrandom matricescentral limit theoremHermitian ensemblesample covariance matrixlinear eigenvalue statisticsWigner ensemble
Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Hermitian, skew-Hermitian, and related matrices (15B57) Random matrices (algebraic aspects) (15B52)
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