Eigenvalue variance bounds for covariance matrices

zbMath1326.60011arXiv1309.6265MaRDI QIDQ5500152

Sandrine Dallaporta

Publication date: 5 August 2015

Full work available at URL: https://arxiv.org/abs/1309.6265

zbMATH Keywords

random matriceslocalizationWasserstein distancevariance boundseigenvalue counting functionfour moment theorem

Mathematics Subject Classification ID

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

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