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A CLT in Stein’s Distance for Generalized Wishart Matrices and Higher-Order Tensors

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Publication:5082284
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DOI10.1093/imrn/rnaa336zbMath1491.60041arXiv2002.10846OpenAlexW3119098807WikidataQ114092333 ScholiaQ114092333MaRDI QIDQ5082284

Dan Mikulincer

Publication date: 16 June 2022

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

Full work available at URL: https://arxiv.org/abs/2002.10846


zbMATH Keywords

tensor powersStein's methodcentral limit theorem


Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52) Multilinear algebra, tensor calculus (15A69)


Related Items (5)

High-dimensional regimes of non-stationary Gaussian correlated Wishart matrices ⋮ High-dimensional regime for Wishart matrices based on the increments of the solution to the stochastic heat equation ⋮ Phase transition in noisy high-dimensional random geometric graphs ⋮ Threshold for detecting high dimensional geometry in anisotropic random geometric graphs ⋮ Transportation onto log-Lipschitz perturbations




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