CLT for linear spectral statistics of normalized sample covariance matrices with the dimension much larger than the sample size

• Main Authors: Chen, Binbin, Pan, Guangming
• 其他作者: School of Physical and Mathematical Sciences
• 格式: Article
• 語言: English
• 出版: 2015
• 主題: DRNTU::Science::Physics::Atomic physics
• 在線閱讀: https://hdl.handle.net/10356/107446; http://hdl.handle.net/10220/25620

Let A = 1/√np(XT X−pIn) where X is a p×n matrix, consisting of independent and identically distributed (i.i.d.) real random variables Xij with mean zero and variance one. When p/n→∞, under fourth moment conditions a central limit theorem (CLT) for linear spectral statistics (LSS) of A defined by the...