Limiting behavior of large correlated Wishart matrices with chaotic entries (Q2040053)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limiting behavior of large correlated Wishart matrices with chaotic entries |
scientific article |
Statements
Limiting behavior of large correlated Wishart matrices with chaotic entries (English)
0 references
9 July 2021
0 references
fractional Brownian motion
0 references
high-dimensional regime
0 references
Malliavin calculus
0 references
multiple stochastic integrals
0 references
Rosenblatt process
0 references
Stein's method
0 references
Wishart matrix
0 references
0 references
0 references
0 references
