scientific article; zbMATH DE number 7379432

zbMath1473.60016MaRDI QIDQ5009819

Ciprian A. Tudor, Charles-Philippe Diez

Publication date: 6 August 2021

Full work available at URL: http://alea.impa.br/articles/v18/18-59.pdf

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zbMATH Keywords

scaling limitrandom environmentsWishart matrixrandom dynamics

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Random matrices (algebraic aspects) (15B52)

Related Items (1)

High-dimensional regime for Wishart matrices based on the increments of the solution to the stochastic heat equation

Cites Work

• Approximation of rectangular beta-Laguerre ensembles and large deviations
• On independence and conditioning on Wiener space
• A smooth transition from Wishart to GOE
• Limiting behavior of large correlated Wishart matrices with chaotic entries
• A central limit theorem for the stochastic heat equation
• Testing for high-dimensional geometry in random graphs
• Normal Approximations with Malliavin Calculus
• The Malliavin Calculus and Related Topics
• Entropic CLT and Phase Transition in High-dimensional Wishart Matrices

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