Fluctuations of Wigner-type random matrices associated with symmetric spaces of class DIII and CI.

Stolz, Michael (2018)

In: ((Bitte Journal prüfen)), 51(075203), 1-24. doi:10.1088/1751-8121/aaa4d8

Forschungsartikel (Zeitschrift) | Peer reviewed | Veröffentlicht

Stein's method and central limit theorems for Haar distributed orthogonal matrices: some recent developments

Stolz M (2013)

In: Alsmeyer, G., Löwe, M. (Hrsg.), Random matrices and iterated random functions, 73-88.

Forschungsartikel (Buchbeitrag) | Peer reviewed | Veröffentlicht

Gaussian fluctuations for sample covariance matrices with dependent data

Friesen O, Löwe M, Stolz M (2013)

In: Journal of Multivariate Analysis, 114, 270-287. doi:10.1016/j.jmva.2012.08.004

Forschungsartikel (Zeitschrift) | Peer reviewed | Veröffentlicht

Stein's method and the multivariate {CLT} for traces of powers on the classical compact groups

In: .

| Peer reviewed

Large deviations for random matrix ensembles in mesoscopic physics

In: , -.

| Peer reviewed

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Fluctuations of Wigner-type random matrices associated with symmetric spaces of class DIII and CI. Stolz, Michael (2018) In: ((Bitte Journal prüfen)), 51(075203), 1-24. doi:10.1088/1751-8121/aaa4d8 Forschungsartikel (Zeitschrift) \| Peer reviewed \| Veröffentlicht
A Quantitative Central Limit Theorem for Linear Statistics of Random Matrix Eigenvalues Döbler C, Stolz M (2014) In: Journal of Theoretical Probability, 27, 1-9. Forschungsartikel (Zeitschrift) \| Peer reviewed \| Veröffentlicht
Stein's method and central limit theorems for Haar distributed orthogonal matrices: some recent developments Stolz M (2013) In: Alsmeyer, G., Löwe, M. (Hrsg.), Random matrices and iterated random functions, 73-88. Forschungsartikel (Buchbeitrag) \| Peer reviewed \| Veröffentlicht
Lyapunov spectra for all ten symmetry classes of quasi-one-dimensional disordered systems of non-interacting fermions Ludwig AWW, Schulz-Baldes H, Stolz M (2013) In: Journal of Statistical Physics, 152(2), 275-304. doi:10.1007/s10955-013-0764-2 Forschungsartikel (Zeitschrift) \| Peer reviewed \| Veröffentlicht
Gaussian fluctuations for sample covariance matrices with dependent data Friesen O, Löwe M, Stolz M (2013) In: Journal of Multivariate Analysis, 114, 270-287. doi:10.1016/j.jmva.2012.08.004 Forschungsartikel (Zeitschrift) \| Peer reviewed \| Veröffentlicht
Large deviations for disordered bosons and multiple orthogonal polynomial ensembles In: . \| Peer reviewed
Stein's method and the multivariate {CLT} for traces of powers on the classical compact groups In: . \| Peer reviewed
Asymptotics of matrix integrals and tensor invariants of compact Lie groups In: , -. \| Peer reviewed
Large deviations for random matrix ensembles in mesoscopic physics In: , -. \| Peer reviewed
Wigner theorems for random matrices with dependent entries: ensembles associated to symmetric spaces and sample covariance matrices In: , -. \| Peer reviewed