Limit behavior in high-dimensional regime for the Wishart tensors in Wiener chaos
DOI10.1007/S10959-024-01328-2zbMATH Open1541.60006MaRDI QIDQ6556243
Publication date: 17 June 2024
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Stein's methodWasserstein distanceMalliavin derivativemultiple stochastic integralsrandom tensorrandom Wishart matrix
Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Random matrices (probabilistic aspects) (60B20) Stochastic calculus of variations and the Malliavin calculus (60H07)
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