A CLT for a band matrix model

Author:

Anderson Greg W.,Zeitouni Ofer

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis

Reference29 articles.

1. Bai, Z.D.: Methodologies in spectral analysis of large-dimensional random matrices, a review. Statist. Sinica 9, 611–677 (1999)

2. Bai, Z.D., Yao, J.-F.: On the convergence of the spectral empirical process of Wigner matrices. Preprint, 2003

3. Bai, Z.D., Silverstein, J.W.: CLT for linear spectral statistics of large-dimensional sample covariance matrices. Annals Probab. 32, 553–605 (2004)

4. Bobkov, S.G.: Remarks on Gromov-Milman's inequality. V. Syktyvkar Univ. 3, 15–22 (1999)(in Russian)

5. Borovkov, A.A., Utev, S.A.: An inequality and a characterization of the normal distribution connected with it. Theor. Prob. Appl. 28, 209–218 (1983)

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