Central Limit Theorem for Linear Eigenvalue Statistics for Submatrices of Wigner Random Matrices.
Lingyun LiMatthew ReedAlexander SoshnikovPublished in: Frontiers Appl. Math. Stat. (2020)
Keyphrases
- central limit theorem
- probability distribution
- data matrix
- pseudo inverse
- perturbation theory
- correlation matrix
- symmetric matrix
- covariance matrix
- singular value decomposition
- heavy traffic
- symmetric matrices
- least squares
- random matrix theory
- linear systems
- eigenvalue problems
- missing values
- matrix factorization
- decision making