Fluctuations of Matrix Entries of Regular Functions of Sample Covariance Random Matrices

DOI10.1137/S0040585X97986801zbMath1314.15028arXiv1106.0320OpenAlexW2963527663MaRDI QIDQ5248268

Sean O'Rourke, David Renfrew, Alexander B. Soshnikov

Publication date: 28 April 2015

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1106.0320

zbMATH Keywords

random matricescentral limit theoremsample covariance matricesmatrix entries fluctuation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52)

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