Eigenvalue variance bounds for covariance matrices (Q5500152)
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scientific article; zbMATH DE number 6470729
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Eigenvalue variance bounds for covariance matrices |
scientific article; zbMATH DE number 6470729 |
Statements
5 August 2015
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random matrices
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variance bounds
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eigenvalue counting function
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localization
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four moment theorem
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Wasserstein distance
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math.PR
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