The Central Limit Theorem for Linear Eigenvalue Statistics of the Sum of Independent Matrices of Rank One

O. Guédon, A. Lytova, A. Pajor +1

We consider $n\times n$ random matrices $M_n={\sum }_{\alpha =1}^m{\tau }_{\alpha }{\mathbf{y}}_{\alpha }\otimes {\mathbf{y}}_{\alpha }$, where ${\tau }_{\alpha }\in \mathbb{R}$, $\{{\mathbf{y}}_{\alpha }{\}}_{\alpha =1}^m$ are i.i.d. is…