Partial linear eigenvalue statistics for Wigner and sample covariance random matrices

DOI10.1007/s10959-013-0491-2zbMath1397.60016arXiv1301.0368OpenAlexW2086379872MaRDI QIDQ495702

Sean O'Rourke, Alexander B. Soshnikov

Publication date: 15 September 2015

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1301.0368

zbMATH Keywords

random matrix theorycentral limit theoremsWigner matriceslimit lawssample covariance matrices

Mathematics Subject Classification ID

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

Related Items

Partial Linear Eigenvalue Statistics for Non-Hermitian Random Matrices, Ferromagnetic to paramagnetic transition in spherical spin glass

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