The discrepancy between min-max statistics of Gaussian and Gaussian-subordinated matrices
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Publication:2689900
DOI10.1016/j.spa.2023.01.006OpenAlexW3203724816MaRDI QIDQ2689900
Nicola Turchi, Giovanni Peccati
Publication date: 14 March 2023
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2109.12137
Malliavin calculusrandom matricesGaussian analysisGaussian fieldsprobabilistic approximationsmin-max statistics
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