Limit Theorems for the Counting Function of Eigenvalues up to Edge in Covariance Matrices

DOI10.1515/MS-2015-0017zbMath1349.60006OpenAlexW2474129619MaRDI QIDQ5254059

Junshan Xie

Publication date: 8 June 2015

Published in: Mathematica Slovaca (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/ms-2015-0017

zbMATH Keywords

central limit theoremmoderate deviation principlecovariance matricesfour moment theorem

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Large deviations (60F10)

Cites Work

• A note on the central limit theorem for the eigenvalue counting function of Wigner matrices
• Universality of Wigner random matrices: a survey of recent results
• ON THE DISTRIBUTION OF ROOTS OF CERTAIN DETERMINANTAL EQUATIONS

This page was built for publication: Limit Theorems for the Counting Function of Eigenvalues up to Edge in Covariance Matrices