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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| Date: | 2023 |
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| Main Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
Фізико-технічний інститут низьких температур ім. Б.І. Вєркіна Національної академії наук України
2023
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| Subjects: | |
| 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 |