Noncommutative probability and multiplicative cascades

DOI10.1214/20-STS780OpenAlexW3155307806MaRDI QIDQ2038301

Ian W. McKeague

Publication date: 6 July 2021

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/20-sts780

zbMATH Keywords

random matricesmartingale convergenceWigner's semicircle lawMarčenko-Pastur lawMandelbrot cascade

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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