Gaussian fluctuation for Gaussian Wishart matrices of overall correlation (Q2070636)
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scientific article; zbMATH DE number 7462390
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| English | Gaussian fluctuation for Gaussian Wishart matrices of overall correlation |
scientific article; zbMATH DE number 7462390 |
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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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0.8371191024780273
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0.8175255060195923
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0.765860915184021
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