The Central Limit Theorem for Linear Eigenvalue Statistics of the Sum of Independent Matrices of Rank One

zbMath1323.60015arXiv1310.2506MaRDI QIDQ2945217

Alain Pajor, Olivier Guédon, Anna Lytova, Leonid Pastur

Publication date: 9 September 2015

Full work available at URL: https://arxiv.org/abs/1310.2506

Mathematics Subject Classification ID

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

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