@article{6488,
  abstract     = {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.},
  author       = {Cipolloni, Giorgio and Erdös, László},
  issn         = {20103271},
  journal      = {Random Matrices: Theory and Application},
  number       = {3},
  publisher    = {World Scientific Publishing},
  title        = {{Fluctuations for differences of linear eigenvalue statistics for sample covariance matrices}},
  doi          = {10.1142/S2010326320500069},
  volume       = {9},
  year         = {2020},
}