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

6533b826fe1ef96bd1284956

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

Olivier Guédon Anna Lytova Alain Pajor Leonid Pastur

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[MATH.MATH-PR]Mathematics [math]/Probability [math.PR]010104 statistics & probability [MATH.MATH-PR] Mathematics [math]/Probability [math.PR]010102 general mathematics [MATH.MATH-FA] Mathematics [math]/Functional Analysis [math.FA]0101 mathematics 16. Peace & justice [MATH.MATH-FA]Mathematics [math]/Functional Analysis [math.FA]01 natural sciences ComputingMilieux_MISCELLANEOUS

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International audience

year	journal	country	edition	language
2014-09-26

https://hal-upec-upem.archives-ouvertes.fr/hal-01073959

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