Fluctuations of Matrix Entries of Regular Functions of Sample Covariance Random Matrices

Alexander Soshnikov; David Renfrew; Sean O'Rourke

arxiv: 1106.0320 · v1 · pith:5ZV2QFWInew · submitted 2011-06-01 · 🧮 math.PR · math-ph· math.MP

Fluctuations of Matrix Entries of Regular Functions of Sample Covariance Random Matrices

Sean O'Rourke , David Renfrew , Alexander Soshnikov This is my paper

classification 🧮 math.PR math-phmath.MP

keywords matricescovarianceentriesfluctuationsfunctionsmatrixrandomregular

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We extend the results about the fluctuations of the matrix entries of regular functions of Wigner matrices to the case of sample covariance random matrices.

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Fluctuations of Matrix Entries of Regular Functions of Sample Covariance Random Matrices

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