Gaussian fluctuations for linear spectral statistics of large random covariance matrices (Q303975)
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scientific article; zbMATH DE number 6618844
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gaussian fluctuations for linear spectral statistics of large random covariance matrices |
scientific article; zbMATH DE number 6618844 |
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Gaussian fluctuations for linear spectral statistics of large random covariance matrices (English)
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23 August 2016
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large random matrix
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linear statistics of the eigenvalues
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central limit theorem
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0.92750454
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0.9199953
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0.9175123
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0.9165745
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