Central limit theorem for linear eigenvalue statistics of the Wigner and the sample covariance random matrices

DOI10.1007/s00184-008-0212-5zbMath1433.60015OpenAlexW1977256757MaRDI QIDQ745332

Anna Lytova, Leonid Pastur

Publication date: 14 October 2015

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-008-0212-5

zbMATH Keywords

random matricescentral limit theoremlinear eigenvalue statistics

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52)

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