274 citations · 957 across the 29 of their papers we have counts for
5 papers · 1 filter
On the behaviour of large empirical autocovariance matrices between the past and the future
Philippe Loubaton, Daria Tieplova
The asymptotic behaviour of the distribution of the squared singular values of the sample autocovariance matrix between the past and the future of a high-dimensional complex Gaussi…
Non-Gaussian Limiting Laws for the Entries of Regular Functions of the Wigner Matrices
A. Lytova, L. Pastur
This paper is a continuation of our paper "Fluctuations of Matrix Elements of Regular Functions of Gaussian Random Matrices", J. Stat. Phys. (134), 147--159 (2009), in which we pro…
Central limit theorem for linear eigenvalue statistics of random matrices with independent entries
A. Lytova, L. Pastur
We consider real symmetric and Hermitian Wigner random matrices with independent (modulo symmetry condition) entries and the (null) sample covariance matric…
On the Limiting Empirical Measure of the sum of rank one matrices with log-concave distribution
Alain Pajor, Leonid Pastur
We consider real symmetric and hermitian random matrices equals the sum of a non-random matrix matrix and the sum of rank-one matrices deter…
Limiting Laws of Linear Eigenvalue Statistics for Unitary Invariant Matrix Models
L. Pastur
We study the variance and the Laplace transform of the probability law of linear eigenvalue statistics of unitary invariant Matrix Models of n-dimentional Hermitian matrices as n t…