Asymptotic behavior of large Gaussian correlated Wishart matrices
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Publication:2099996
DOI10.1007/s10959-021-01133-1zbMath1502.60008arXiv1804.06220OpenAlexW2796994438MaRDI QIDQ2099996
Publication date: 21 November 2022
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1804.06220
Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Random matrices (probabilistic aspects) (60B20) Stochastic calculus of variations and the Malliavin calculus (60H07)
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High-dimensional regimes of non-stationary Gaussian correlated Wishart matrices, High-dimensional regime for Wishart matrices based on the increments of the solution to the stochastic heat equation, Threshold for detecting high dimensional geometry in anisotropic random geometric graphs
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