Asymptotic normality for traces of polynomials in independent complex Wishart matrices

DOI10.1007/s00440-007-0068-zzbMath1132.62038arXivmath/0701318OpenAlexW2013086830MaRDI QIDQ2480809

Wlodzimierz Bryc

Publication date: 3 April 2008

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0701318

zbMATH Keywords

MomentsNormal approximationComplex Wishart

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Enumeration in graph theory (05C30) Approximations to statistical distributions (nonasymptotic) (62E17) Random matrices (algebraic aspects) (15B52)

Related Items

Gaussianization and eigenvalue statistics for random quantum channels. III

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Statistical eigen-inference from large Wishart matrices
• The Riemann-Hurwitz formula for the centralizer of a pair of permutations
• Some limit theorems for the eigenvalues of a sample covariance matrix
• Some properties of crossings and partitions
• The complex Wishart distribution and the symmetric group
• Graphs on surfaces and their applications. Appendix by Don B. Zagier
• Random matrices with complex Gaussian entries
• CLT for linear spectral statistics of large-dimensional sample covariance matrices.
• Second order freeness and fluctuations of random matrices. III: Higher order freeness and free cumulants
• Sur une propriété de la loi de Gauss
• On a Method of Calculation of Semi-Invariants
• CUMULANTS AND PARTITION LATTICES1
• Orthogonal polynomials and fluctuations of random matrices
• On the Eigenvalues of Random Matrices
• A Test for Reality of a Covariance Matrix in a Certain Complex Gaussian Distribution
• Classical Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)
• The Distribution of the Determinant of a Complex Wishart Distributed Matrix
• On the Complex Wishart Distribution
• Fluctations of the empirical law of large random matrices
• MacMahon's master theorem, representation theory, and moments of Wishart distributions