Fluctuations of eigenvalues and second order Poincaré inequalities

DOI10.1007/s00440-007-0118-6zbMath1152.60024arXiv0705.1224OpenAlexW2136341714MaRDI QIDQ957720

Sourav Chatterjee

Publication date: 1 December 2008

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0705.1224

zbMATH Keywords

random matricesToeplitz matrixcentral limit theoremWigner matrixlinear statistics of eigenvaluespoincaré inequalitywishart matrix

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Random matrices (algebraic aspects) (15B52)

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