{"intvolume":"         9","date_updated":"2025-04-15T06:49:09Z","user_id":"2DF688A6-F248-11E8-B48F-1D18A9856A87","article_type":"original","publication_identifier":{"eissn":["2010-3271"],"issn":["2010-3263"]},"year":"2020","date_published":"2020-07-01T00:00:00Z","publication":"Random Matrices: Theory and Application","article_processing_charge":"No","author":[{"last_name":"Cipolloni","orcid":"0000-0002-4901-7992","id":"42198EFA-F248-11E8-B48F-1D18A9856A87","full_name":"Cipolloni, Giorgio","first_name":"Giorgio"},{"full_name":"Erdös, László","first_name":"László","last_name":"Erdös","orcid":"0000-0001-5366-9603","id":"4DBD5372-F248-11E8-B48F-1D18A9856A87"}],"abstract":[{"text":"We prove a central limit theorem for the difference of linear eigenvalue statistics of a sample covariance matrix W˜ and its minor W. We find that the fluctuation of this difference is much smaller than those of the individual linear statistics, as a consequence of the strong correlation between the eigenvalues of W˜ and W. Our result identifies the fluctuation of the spatial derivative of the approximate Gaussian field in the recent paper by Dumitru and Paquette. Unlike in a similar result for Wigner matrices, for sample covariance matrices, the fluctuation may entirely vanish.","lang":"eng"}],"quality_controlled":"1","oa":1,"month":"07","date_created":"2019-05-26T21:59:14Z","day":"01","language":[{"iso":"eng"}],"publication_status":"published","publisher":"World Scientific Publishing","article_number":"2050006","title":"Fluctuations for differences of linear eigenvalue statistics for sample covariance matrices","issue":"3","oa_version":"Preprint","isi":1,"volume":9,"external_id":{"arxiv":["1806.08751"],"isi":["000547464400001"]},"project":[{"name":"Random matrices, universality and disordered quantum systems","_id":"258DCDE6-B435-11E9-9278-68D0E5697425","grant_number":"338804","call_identifier":"FP7"},{"name":"International IST Doctoral Program","call_identifier":"H2020","grant_number":"665385","_id":"2564DBCA-B435-11E9-9278-68D0E5697425"}],"ec_funded":1,"status":"public","department":[{"_id":"LaEr"}],"arxiv":1,"main_file_link":[{"url":"https://arxiv.org/abs/1806.08751","open_access":"1"}],"_id":"6488","doi":"10.1142/S2010326320500069","type":"journal_article","scopus_import":"1"}