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Fluctuations for linear eigenvalue statistics of sample covariance random matrices

Date: Tuesday, March 6, 2018 16:00 - 18:00
Speaker: Giorgio Cipolloni (IST Austria)
Location: Big Seminar room Ground floor / Office Bldg West (I21.EG.101)
Series: Mathematics and CS Seminar
Host: Laszlo Erdös
Lab building west seminar room

In this talk I present a Central Limit Theorem in the sense of mean and variance for the difference of linear eigenvalue statistics of a sample covariance random matrix $X^*X$ and its minor $\hatX^*\hatX$.

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