Entropic CLT and Phase Transition in High-dimensional Wishart Matrices

DOI10.1093/imrn/rnw243zbMath1407.82024arXiv1509.03258OpenAlexW2964047473MaRDI QIDQ4619310

Sébastien Bubeck, Shirshendu Ganguly

Publication date: 6 February 2019

Published in: International Mathematics Research Notices (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1509.03258

zbMATH Keywords

phase transitionFisher informationrandom matrixWishart matricesGaussian ensemble

Mathematics Subject Classification ID

Phase transitions (general) in equilibrium statistical mechanics (82B26) Random matrices (algebraic aspects) (15B52) Measures of information, entropy (94A17)

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