High-dimensional regimes of non-stationary Gaussian correlated Wishart matrices (Q6063732)
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scientific article; zbMATH DE number 7762536
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| English | High-dimensional regimes of non-stationary Gaussian correlated Wishart matrices |
scientific article; zbMATH DE number 7762536 |
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High-dimensional regimes of non-stationary Gaussian correlated Wishart matrices (English)
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8 November 2023
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Wishart matrices
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high-dimensional regime
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self-similar Gaussian processes
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non-stationarity
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Malliavin calculus
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empirical spectral distributions
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semicircular distribution
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functional limit theorems
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0.90861034
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0.8910097
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0.89078915
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0.8875955
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0.8825644
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0.8821296
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0.87468106
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0.8727625
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