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Gaussian fluctuation for Gaussian Wishart matrices of overall correlation - MaRDI portal

Gaussian fluctuation for Gaussian Wishart matrices of overall correlation (Q2070636)

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Gaussian fluctuation for Gaussian Wishart matrices of overall correlation
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    title
    Gaussian fluctuation for Gaussian Wishart matrices of overall correlation (English)
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    author
    Ivan Nourdin
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    Fei Pu
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    publication date
    24 January 2022
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    Mathematics Subject Classification ID
    60B20
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    60F05
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    60G22
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    60H07
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    zbMATH DE Number
    7462390
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    zbMATH Keywords
    Stein's method
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    Malliavin calculus
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    high-dimensional regime
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    Wishart matrices/tensors
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    OpenAlex ID
    W3207163823
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    arXiv ID
    2103.16630
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