Moderate deviations and central limit theorem for small perturbation Wishart processes

DOI10.1007/S11464-013-0291-0zbMATH Open1309.60016OpenAlexW1985608359MaRDI QIDQ2258908FDOQ2258908

Authors Lei Chen, Shaochen Wang, Fuqing Gao 

Publication date 27 February 2015

Published in Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11464-013-0291-0

zbMATH Keywords

large deviationsfunctional central limit theoremeigenvaluemoderate deviationsWishart process

Mathematics Subject Classification ID

Large deviations (60F10) Central limit and other weak theorems (60F05) Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17)

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Cites Work

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• Delta method in large deviations and moderate deviations for estimators
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• Large deviations for Wishart processes
• Large deviations for squares of Bessel and Ornstein-Uhlenbeck processes
• Large random matrices: Lectures on macroscopic asymptotics. École d'Été des Probabilités de Saint-Flour XXXVI -- 2006
• Some properties of the Wishart processes and a matrix extension of the Hartman-Watson laws
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• Wishart processes

Cited In (3)

• Moderate deviations and central limit theorem for positive diffusions
• Large deviations for Wishart processes
• Moderate deviation principles for eigenvalues of \(\beta\)-Hermite and \(\beta\)-Laguerre ensembles with \(\beta \to \infty\)

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