Gaussian fluctuation for Gaussian Wishart matrices of overall correlation (Q2070636)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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