Gaussian fluctuation for Gaussian Wishart matrices of overall correlation (Q2070636): Difference between revisions

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Gaussian fluctuation for Gaussian Wishart matrices of overall correlation
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    Gaussian fluctuation for Gaussian Wishart matrices of overall correlation (English)
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    24 January 2022
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    Stein's method
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    Malliavin calculus
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    high-dimensional regime
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    Wishart matrices/tensors
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