CLT for linear spectral statistics of random matrix $S^{-1}T$
Shurong Zheng, Zhidong Bai, Jianfeng Yao·2013-05-07·via math.ST updates on arXiv.org
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 $T$.