Fluctuations of Matrix Entries of Regular Functions of Sample Covariance Random Matrices

TL;DR

This paper extends the understanding of how the entries of regular functions of sample covariance matrices fluctuate, building on prior results for Wigner matrices to a broader class of random matrices.

Contribution

It introduces new results on the fluctuations of matrix entries for regular functions of sample covariance matrices, expanding the theoretical framework beyond Wigner matrices.

Findings

Fluctuations characterized for sample covariance matrices.

Extension of Wigner matrix results to sample covariance matrices.

Provides theoretical insights into matrix entry behavior.

Abstract

We extend the results about the fluctuations of the matrix entries of regular functions of Wigner matrices to the case of sample covariance random matrices.