The central limit theorem for linear eigenvalue statistics of the sum of independent random matrices of rank one

Olivier Guédon, Anna Lytova, Alain Pajor, L. А. Pastur

Type: Other

Publication Date: 2014-09-26

Citations: 4

DOI: https://doi.org/10.1090/trans2/233/09

View Publication

Download PDF

Locations

Translations - American Mathematical Society/Translations - View - PDF
HAL (Le Centre pour la Communication Scientifique Directe) - View

Similar Works

Action	Title	Year	Authors
+	Central limit theorem for linear eigenvalue statistics of ranfom matrices with independent entries.	2009	Anna Lytova L. А. Pastur
+	Central Limit Theorem for Linear Eigenvalue Statistics for a Tensor Product Version of Sample Covariance Matrices	2017	Anna Lytova
+	The Central Limit Theorem for Linear Eigenvalue Statistics of the Sum of Independent Matrices of Rank One	2013	Olivier Guédon Anna Lytova Alain Pajor L. А. Pastur
+	Central limit theorem for linear eigenvalue statistics of the Wigner and the sample covariance random matrices	2008	Anna Lytova L. А. Pastur
+	A limit theorem for the eigenvalues of product of two random matrices	1983	Yanqing Yin P. R. Krishnaiah
+	Asymptotic Eigenvalue Distribution of Random Matrix with Non-identical Variance Components	2011	Takashi Shinzato
+	Central limit theorem type results in large random matrices with independent entries	2012	Alexander Soshnikov
+	Limit Theorems for the Eigenvalues of Product of Two Random Matrices.	1982	Y. Q. Yin P. R. Krishnaiah
+	The statistics of the eigenvalues of random matrices	1966	F. Cristofori P.G. Sona F. Tonolini
+	Central limit theorem for the entries of products of random matrices without the positivity condition	2018	Ignacio Arbués
+	Limiting empirical distribution for eigenvalues of products of random rectangular matrices	2017	Xingyuan Zeng
+	A central limit theorem for normalized products of random matrices	2008	Rolando Cavazos–Cadena Daniel Hernández–Hernández
+	Limit theorems for sums of distribution functions of eigenvalues of random symmetric matrices	1989	Vyacheslav L. Girko
+	Limit Theorems for Two Classes of Random Matrices with Gaussian Entries	2014	Alexey Naumov
+	The Central Limit Theorem for Linear Eigenvalue Statistics of the Sum of Rank One Projections on Vectors with Log-concave Distribution	2013	Olivier Guédon Anna Lytova Alain Pajor L. А. Pastur
+	Distribution of eigenvalues and eigenvectors of orthogonal random matrices	1986	Vyacheslav L. Girko
+	Central limit theorem for traces of large random symmetric matrices with independent matrix elements	1998	Ya. G. Sinaĭ Alexander Soshnikov
+	On the limiting spectral distribution for a large class of symmetric random matrices with correlated entries	2015	Marwa Banna Florence Merlevède Magda Peligrad
+	ASYMPTOTIC DISTRIBUTION OF EIGENVALUES OF RANDOM MATRICES	1972	W. H. Olson V. R. R. Uppuluri
+ PDF Chat	Asymptotic Distribution of Eigenvalues of Random Matrices	1972	W. H. Olson V. R. R. Uppuluri

Works That Cite This (4)

Action	Title	Year	Authors
+ PDF Chat	Marchenko-Pastur law for a random tensor model	2023	Pavel Yaskov
+	On the CLT for Linear Eigenvalue Statistics of a Tensor Model of Sample Covariance Matrices	2023	Alicja Dembczak-Kołodziejczyk Anna Lytova
+ PDF Chat	Joint CLT for top eigenvalues of sample covariance matrices of separable high dimensional long memory processes	2022	Peng Tian
+	Gaussian fluctuations for linear spectral statistics of large random covariance matrices	2016	Jamal Najım Jianfeng Yao

Works Cited by This (0)

Action	Title	Year	Authors