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CLT for linear spectral statistics of random matrix $S^{-1}T$
CLT linear spectral statistics random matrix $S^{-1}T$
2013/6/13
This paper proposes a CLT for linear spectral statistics of random matrix $S^{-1}T$ for a general non-negative definite and {\bf non-random} Hermitian matrix $T$.
A CLT for Information-theoretic statistics of Non-centered Gram random matrices
Random Matrix Spectral measure Stieltjes Transform
2011/7/19
In this article, we study the fluctuations of the random variable: $$ {\mathcal I}_n(\rho) = \frac 1N \log\det(\Sigma_n \Sigma_n^* + \rho I_N),\quad (\rho>0) $$ where $\Sigma_n= n^{-1/2} D_n^{1/2} X_n...
CONVERGENCE RATE IN CLT FOR VECTOR-VALUED RANDOM FIELDS WITH SELF-N63RMALIZATIQ)N
Random fields dependence conditions CLT random matrix normalization convergence rate
2009/9/18
Statistical version of the central limit theorem (CLT)
with random matrix normalization is established for random fields
with valuea in a space Rk (k 3 1). Dependence structure of the field
under c...