Central Limit Theorem for Partial Linear Eigenvalue Statistics of Wigner Matrices-Reference-Cited by-同舟云学术

Central Limit Theorem for Partial Linear Eigenvalue Statistics of Wigner Matrices

Published:2012-12-12 Issue:1 Volume:150 Page:88-129
ISSN:0022-4715
Container-title:Journal of Statistical Physics
language:en
Short-container-title:J Stat Phys

Author:

Bao Zhigang,Pan Guangming,Zhou Wang

Publisher

Springer Science and Business Media LLC

Subject

Mathematical Physics,Statistical and Nonlinear Physics

Link

http://link.springer.com/content/pdf/10.1007/s10955-012-0663-y.pdf

Reference35 articles.

1. Anderson, T.W.: Asymptotic theory for principal component analysis. Ann. Math. Stat. 34(1), 122–148 (1963)

2. Bai, Z.D., Silverstein, J.: Spectral Analysis of Large Dimensional Random Matrices. Science Press, Beijing (2006)

3. Bai, Z.D., Wang, X.Y., Zhou, W.: CLT for linear spectral statistics of Wigner matrices. Electron. J. Probab. 14(83), 2391–2417 (2009)

4. Bai, Z.D., Yao, J.F.: On the convergence of the spectral empirical process of Wigner matrices. Bernoulli 11(6), 1059–1092 (2005)

5. Bai, Z., Fahey, M., Golub, G., Menon, M., Richter, E.: Computing partial eigenvalue sum in electronic structure calculations. Technical Report, SCCM-98-03, Stanford Universality (Jan. 1998)

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