@article{2916434,
abstract = {In this paper we consider the product of two independent random matrices X-(1) and X-(2). Assume that X-jk((q)), 1 <= j,k <= n, q = 1, 2, are i.i.d. random variables with EXjk(q)) = 0, Var X-jk((q)) = 1. Denote b s(1)(W), ..., s(n)(W) the singular values of W := 1/nX((1))X((2)). We prove the central limit theorem for linear statistics of the squared singular values s(1)(2)(W), ..., s(n)(2) (W) showing that the limiting variance depends on kappa(4) := E(X-11((1)))(4) - 3.},
author = {GĂ¶tze, Friedrich and Naumov, Alexey and Tikhomirov, Alexander},
issn = {1573-9759},
journal = {Bernoulli},
number = {4B},
pages = {3067--3113},
publisher = {Inst. of Mathematical Statistics},
title = {{Distribution of linear statistics of singular values of the product of random matrices}},
doi = {10.3150/16-BEJ837},
volume = {23},
year = {2017},
}