Gaussian fluctuations in complex sample covariance matrices.

Su, Zhonggen. "Gaussian fluctuations in complex sample covariance matrices.." Electronic Journal of Probability [electronic only] 11 (2006): 1284-1320. <http://eudml.org/doc/128305>.

@article{Su2006,
author = {Su, Zhonggen},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {central limit theorem; Costin-Lebowitz-Soshnikov theorem; RH-problems; random matrix; limiting distribution of eigenvalues; asymptotic analysis},
language = {eng},
pages = {1284-1320},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {Gaussian fluctuations in complex sample covariance matrices.},
url = {http://eudml.org/doc/128305},
volume = {11},
year = {2006},
}

TY - JOUR
AU - Su, Zhonggen
TI - Gaussian fluctuations in complex sample covariance matrices.
JO - Electronic Journal of Probability [electronic only]
PY - 2006
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 11
SP - 1284
EP - 1320
LA - eng
KW - central limit theorem; Costin-Lebowitz-Soshnikov theorem; RH-problems; random matrix; limiting distribution of eigenvalues; asymptotic analysis
UR - http://eudml.org/doc/128305
ER -