On the CLT for Linear Eigenvalue Statistics of a Tensor Model of Sample Covariance Matrices

In [18], there was proved the CLT for linear eigenvalue statistics ${Tr} \varphi(M_n)$ of sample covariance matrices of the form $M_{n}=\sum_{\alpha=1}^m {\bf y}_{\alpha}^{(1)} \otimes {\bf y}_{\alpha}^{(2)}({\bf y}_{\alpha}^{(1)} \otimes {\bf y}_{\alpha}^{(2)})^T$, where $({\bf y}_{\alpha}^{(1)},\,...

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Bibliographic Details
Date:2023
Main Authors: Dembczak-Kołodziejczyk, Alicja, Lytova, Anna
Format: Article
Language:English
Published: Фізико-технічний інститут низьких температур ім. Б.І. Вєркіна Національної академії наук України 2023
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Online Access:https://jmag.ilt.kharkiv.ua/index.php/jmag/article/view/1012
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Journal Title:Journal of Mathematical Physics, Analysis, Geometry

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Journal of Mathematical Physics, Analysis, Geometry