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- W2809568470 abstract "We prove a central limit theorem for the difference of linear eigenvalue statistics of a sample covariance matrix $widetilde{W}$ and its minor $W$. We find that the fluctuation of this difference is much smaller than those of the individual linear statistics, as a consequence of the strong correlation between the eigenvalues of $widetilde{W}$ and $W$. Our result identifies the fluctuation of the spatial derivative of the approximate Gaussian field in the recent paper by Dumitru and Paquette. Unlike in a similar result for Wigner matrices, for sample covariance matrices the fluctuation may entirely vanish." @default.
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- W2809568470 date "2018-06-22" @default.
- W2809568470 modified "2023-10-18" @default.
- W2809568470 title "Fluctuations for linear eigenvalue statistics of sample covariance random matrices" @default.
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