Central Limit Theorem for Linear Eigenvalue Statistics for a Tensor Product Version of Sample Covariance Matrices
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- ISSN
-
1572-9230
- Extent
-
Online-Ressource
- Language
-
Englisch
- Notes
-
online resource.
- Bibliographic citation
-
Central Limit Theorem for Linear Eigenvalue Statistics for a Tensor Product Version of Sample Covariance Matrices ; day:31 ; month:1 ; year:2017 ; pages:1-34
Journal of theoretical probability ; (31.1.2017), 1-34
- Classification
-
Mathematik
- Creator
-
Lytova, A.
- Contributor
-
SpringerLink (Online service)
- DOI
-
10.1007/s10959-017-0741-9
- URN
-
urn:nbn:de:1111-20170226583
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
14.08.2025, 10:51 AM CEST
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Lytova, A.
- SpringerLink (Online service)
Other Objects (12)
Pareto Z-eigenvalue inclusion theorems for tensor eigenvalue complementarity problems
Phase transition for the smallest eigenvalue of covariance matrices
Universal eigenvalue statistics for dynamically defined matrices
Asymptotics for linear spectral statistics of sample covariance matrices
Hamiltonian eigenvalue symmetry for quadratic operator eigenvalue problems
Eigenvalue inclusion sets for linear response eigenvalue problems
Nonlinear Eigenvalue Problems: A Challenge for Modern Eigenvalue Methods
Numerical methods for eigenvalue problems
Eigenvalue conditions for induced subgraphs
Eigenvalue problems for slice functions
Eigenvalue problems for slice functions
Application of the normalized largest eigenvalue of structure tensor in the interpretation of potential field tensor data
Pareto Z-eigenvalue inclusion theorems for tensor eigenvalue complementarity problems
Phase transition for the smallest eigenvalue of covariance matrices
Universal eigenvalue statistics for dynamically defined matrices
Asymptotics for linear spectral statistics of sample covariance matrices
Hamiltonian eigenvalue symmetry for quadratic operator eigenvalue problems
Eigenvalue inclusion sets for linear response eigenvalue problems
Nonlinear Eigenvalue Problems: A Challenge for Modern Eigenvalue Methods
Numerical methods for eigenvalue problems
Eigenvalue conditions for induced subgraphs
Eigenvalue problems for slice functions
Eigenvalue problems for slice functions
Application of the normalized largest eigenvalue of structure tensor in the interpretation of potential field tensor data
Pareto Z-eigenvalue inclusion theorems for tensor eigenvalue complementarity problems
Phase transition for the smallest eigenvalue of covariance matrices
Universal eigenvalue statistics for dynamically defined matrices
Asymptotics for linear spectral statistics of sample covariance matrices
Hamiltonian eigenvalue symmetry for quadratic operator eigenvalue problems
Eigenvalue inclusion sets for linear response eigenvalue problems
Nonlinear Eigenvalue Problems: A Challenge for Modern Eigenvalue Methods
Numerical methods for eigenvalue problems
Eigenvalue conditions for induced subgraphs
Eigenvalue problems for slice functions
Eigenvalue problems for slice functions