Fluctuations for matrix-valued Gaussian processes

DOI10.1214/21-AIHP1238zbMath1498.60030arXiv2001.03718MaRDI QIDQ2080809

Arturo Jaramillo, Juan Carlos Pardo, M. C. Díaz

Publication date: 11 October 2022

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2001.03718

zbMATH Keywords

Malliavin calculuscentral limit theoremGaussian orthogonal ensembleSkorokhod integrationmatrix-valued Gaussian processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (3)

On the analytic structure of second-order non-commutative probability spaces and functions of bounded Fréchet variation ⋮ Unnamed Item ⋮ Fluctuation moments for regular functions of Wigner matrices

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