Central limit theorem for mesoscopic eigenvalue statistics of deformed Wigner matrices and sample covariance matrices

Yiting Li, Kevin Schnelli, Yuanyuan Xu

Type: Preprint

Publication Date: 2019-01-01

Citations: 7

DOI: https://doi.org/10.48550/arxiv.1909.12821

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Works Cited by This (66)

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+	Large complex correlated Wishart matrices: the Pearcey kernel and expansion at the hard edge	2016	Walid Hachem Adrien Hardy Jamal Najım
+	The Classical Moment Problem and Some Related Questions in Analysis	2020	Н. И. Ахиезер
+	Mesoscopic linear statistics of Wigner matrices	2015	Asad Lodhia Nick Simm
+ PDF Chat	Determinants of Airy Operators and Applications to Random Matrices	1999	Estelle Basor Harold Widom
+	Free random variables : a noncommutative probability approach to free products with applications to random matrices, operator algebras, and harmonic analysis on free groups	1992	Dan-Virgil Voiculescu Kenneth J. Dykema Alexandru Nica
+ PDF Chat	Spectral Analysis of Large Dimensional Random Matrices	2009	Zhidong Bai Jack W. Silverstein
+	Central Limit Theorem for linear eigenvalue statistics of the Wigner and sample covariance random matrices	2011	Mariya Shcherbina
+	Gaussian fluctuations for linear spectral statistics of large random covariance matrices	2016	Jamal Najım Jianfeng Yao
+	Some limit theorems for the eigenvalues of a sample covariance matrix	1982	Dag Jonsson
+ PDF Chat	CLT for linear spectral statistics of large-dimensional sample covariance matrices	2004	Zhidong Bai Jack W. Silverstein