Limit behavior in high-dimensional regime for Wishart tensors with Rosenblatt entries
From MaRDI portal
Publication:6651142
DOI10.1142/s2010326324500205MaRDI QIDQ6651142
Ciprian A. Tudor, Unnamed Author
Publication date: 10 December 2024
Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)
Rosenblatt processWiener chaosWasserstein distancemultiple 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)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Random tensor theory: Extending random matrix theory to mixtures of random product states
- Approximation of rectangular beta-Laguerre ensembles and large deviations
- The generalised product moment distribution in samples from a normal multivariate population.
- Central limit theorem for linear eigenvalue statistics for a tensor product version of sample covariance matrices
- A smooth transition from Wishart to GOE
- Limiting behavior of large correlated Wishart matrices with chaotic entries
- Limit theorems for integral functionals of Hermite-driven processes
- Gaussian fluctuation for Gaussian Wishart matrices of overall correlation
- Asymptotic behavior of large Gaussian correlated Wishart matrices
- New error bounds in multivariate normal approximations via exchangeable pairs with applications to Wishart matrices and fourth moment theorems
- Concentration inequalities for random tensors
- Limiting behavior of largest entry of random tensor constructed by high-dimensional data
- Self-similarity parameter estimation and reproduction property for non-Gaussian Hermite processes
- Testing for high-dimensional geometry in random graphs
- Noncentral Limit Theorem for the Cubic Variation of a Class of Self-Similar Stochastic Processes
- Normal Approximations with Malliavin Calculus
- Tensor decompositions for learning latent variable models
- The Malliavin Calculus and Related Topics
- Entropic CLT and Phase Transition in High-dimensional Wishart Matrices
- An Introduction to Wishart Matrix Moments
- A CLT in Stein’s Distance for Generalized Wishart Matrices and Higher-Order Tensors
- Analysis of the Rosenblatt process
- Long-Range Dependence and Self-Similarity
- DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
- High-dimensional regimes of non-stationary Gaussian correlated Wishart matrices
- Limit behavior in high-dimensional regime for the Wishart tensors in Wiener chaos
This page was built for publication: Limit behavior in high-dimensional regime for Wishart tensors with Rosenblatt entries