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We prove an almost sure weak limit theorem for simple linear rank statistics for samples with continuous distributions functions. As a corollary the result extends to samples with ties, and the vector...
CLT for linear spectral statistics of random matrix $S^{-1}T$
CLT linear spectral statistics random matrix $S^{-1}T$
2013/6/13
This paper proposes a CLT for linear spectral statistics of random matrix $S^{-1}T$ for a general non-negative definite and {\bf non-random} Hermitian matrix $T$.