Asymptotic normality for traces of polynomials in independent complex Wishart matrices

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dc.creatorBryc, Wlodek
dc.date2007-01-11
dc.date.accessioned2026-07-07T09:59:14Z
dc.date.available2026-07-07T09:59:14Z
dc.descriptionWe derive a non-asymptotic expression for the moments of traces of monomials in several independent complex Wishart matrices, extending some explicit formulas available in the literature. We then deduce the explicit expression for the cumulants. From the latter, we read out the multivariate normal approximation to the traces of finite families of polynomials in independent complex Wishart matrices.
dc.identifierhttps://arxiv.org/abs/math/0701318
dc.identifierhttp://arxiv.org/abs/math/0701318
dc.identifierProbab. Theor. Rel. Fields, 140 (2008) 383-405
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/167952
dc.subjectProbability
dc.subject62H05; 15A52
dc.titleAsymptotic normality for traces of polynomials in independent complex Wishart matrices
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