On Asymptotic Expansion and Central Limit Theorem of Linear Eigenvalue Statistics for Sample Covariance Matrices when ${N/M\rightarrow0}$
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Publication:5255333
DOI10.1137/S0040585X97T987089zbMath1320.60072arXiv1104.3470OpenAlexW600541506MaRDI QIDQ5255333
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Publication date: 15 June 2015
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1104.3470
Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52)
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Cites Work
- Characteristic vectors of bordered matrices with infinite dimensions
- A CLT for a band matrix model
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- Central limit theorem for traces of large random symmetric matrices with independent matrix elements
- Asymptotic properties of large random matrices with independent entries
- DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
- Splitting a Single State of a Stationary Process into Markovian States
- On the \(1/n\) expansion for some unitary invariant ensembles of random matrices
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