Fluctuations for matrix-valued Gaussian processes
DOI10.1214/21-AIHP1238zbMath1498.60030arXiv2001.03718MaRDI QIDQ2080809
Arturo Jaramillo, Juan Carlos Pardo, M. C. Díaz
Publication date: 11 October 2022
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2001.03718
Malliavin calculuscentral limit theoremGaussian orthogonal ensembleSkorokhod integrationmatrix-valued Gaussian processes
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)
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