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http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/60299| Title: | 樣本共變異數矩陣特徵值之中央極限定理 On the Central Limit Theorem for Linear Eigenvalue Statistics of Sample Covariance Matrices |
| Authors: | Chu-Chi Lee 李竺祈 |
| Advisor: | 張志中 |
| Keyword: | 樣本共變數矩陣,特徵值,中央極限定理, Sample covariance matrices,Linear eigeinvalue statistics,Central limit theorem, |
| Publication Year : | 2013 |
| Degree: | 碩士 |
| Abstract: | 在這篇文章中，我們補充了許多[3] 省略的細節，完整的證明樣本
共變數矩陣特徵值的中央極限定理。 In this paper, we provide the details omitted in [3] and give complete proofs on the central limit theorems for linear eigenvalue statistics of sample covariance matrices. |
| URI: | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/60299 |
| Fulltext Rights: | 有償授權 |
| Appears in Collections: | 數學系 |
Files in This Item:
| File | Size | Format | |
|---|---|---|---|
| ntu-102-1.pdf Restricted Access | 333.12 kB | Adobe PDF |
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