Fluctuations of the traces of complex-valued iid random matrices

Salim Noreddine (1)

1 LPMA - Laboratoire de Probabilités et Modèles Aléatoires

In this paper, we extend to the complex-valued case a recent result by Nourdin and Peccati on the gaussian fluctuations of traces of i.i.d. matrices

Mots clés: Central limit theorems; Nualart-Peccati criterion of asymptotic normality; Invariance principles; i.i.d. random matrices; Normal approximation.; Normal approximation

Domaines: Probabilités [math.PR]

Salim Noreddine. Fluctuations of the traces of complex-valued iid random matrices. 2011. ⟨hal-00660421⟩