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Central limit theorems for linear spectral statistics of large dimensional F-matrices

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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

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Analysis of the Limiting Spectral Distribution of Large Dimensional Random Matrices
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Theory of Random Determinants
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On the Characteristic Polynomial¶ of a Random Unitary Matrix
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Some limit theorems for the eigenvalues of a sample covariance matrix
inferredcites →https://doi.org/10.1016/0047-259x(83)90036-2openalex-snapshot
Limiting behavior of the eigenvalues of a multivariate F matrix
inferredcites →https://doi.org/10.1016/0047-259x(86)90103-xopenalex-snapshot
On limiting spectral distribution of product of two random matrices when the underlying distribution is isotropic
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Fluctuations de la loi empirique de grandes matrices aléatoires
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Large deviations upper bounds and central limit theorems for non-commutative functionals of Gaussian large random matrices
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Asymptotic fluctuations of a particle system with singular interaction
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Global spectrum fluctuations for the β-Hermite and β-Laguerre ensembles via matrix models
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Asymptotic properties of large random matrices with independent entries
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Percentage points of the largest characteristic root of the multivariate beta matrix
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Linear functionals of eigenvalues of random matrices
inferredcites →https://doi.org/10.1093/biomet/54.1-2.189openalex-snapshot
Upper percentage points of the largest root of a matrix in multivariate analysis
inferredcites →https://doi.org/10.1093/imrn/rnm006openalex-snapshot
The Noise in the Circular Law and the Gaussian Free Field
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Gaussian Fluctuation in Random Matrices
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A New Approach for Mutual Information Analysis of Large Dimensional Multi-Antenna Channels
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Spectral Analysis of Large Dimensional Random Matrices, 2nd edn
inferredcites →https://doi.org/10.1137/0516047openalex-snapshot
The Limiting Eigenvalue Distribution of a Multivariate F Matrix
inferredcites →https://doi.org/10.1214/009117906000000403openalex-snapshot
Gaussian fluctuations for non-Hermitian random matrix ensembles
inferredcites →https://doi.org/10.1214/08-aap515openalex-snapshot
A CLT for information-theoretic statistics of Gram random matrices with a given variance profile
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Gaussian Limit for Determinantal Random Point Fields
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Exact Separation of Eigenvalues of Large Dimensional Sample Covariance Matrices
inferredcites →https://doi.org/10.1214/aop/1022855421openalex-snapshot
No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices
inferredcites →https://doi.org/10.1214/aop/1078415845openalex-snapshot
CLT for linear spectral statistics of large-dimensional sample covariance matrices
inferredcites →https://doi.org/10.1215/s0012-7094-98-09108-6openalex-snapshot
On fluctuations of eigenvalues of random Hermitian matrices
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A Note on Asymptotic Joint Distribution of the Eigenvalues of a Noncentral Multivariate F Matrix.
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On Random Matrices from the Compact Classical Groups
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Martingale Limit Theory and its Application.
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On the convergence of the spectral empirical process of Wigner matrices
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High dimensional statistical inference and random matrices
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A New Approach for Capacity Analysis of Large Dimensional Multi-Antenna Channels
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High Dimensional Statistical Inference and Random Matrices

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

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