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

Central limit theorem for linear eigenvalue statistics of the Wigner and the sample covariance random matrices (Q745332)

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scientific article; zbMATH DE number 6493841
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English
Central limit theorem for linear eigenvalue statistics of the Wigner and the sample covariance random matrices
scientific article; zbMATH DE number 6493841

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    Central limit theorem for linear eigenvalue statistics of the Wigner and the sample covariance random matrices (English)
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    14 October 2015
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    random matrices
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    linear eigenvalue statistics
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    central limit theorem
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