Limit behavior in high-dimensional regime for the Wishart tensors in Wiener chaos

DOI10.1007/S10959-024-01328-2MaRDI QIDQ6556243zbMATH OpenFDO

Authors Rémy Dhoyer, Ciprian A. Tudor

Publication date 17 June 2024

Published in Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

Wasserstein distanceStein's methodMalliavin derivativemultiple stochastic integralsrandom tensorrandom Wishart matrix

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22)

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Cites work

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• scientific article; zbMATH DE number 5204610 (Why is no real title available?)
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• Tensor decompositions for learning latent variable models
• Testing for high-dimensional geometry in random graphs
• The Malliavin Calculus and Related Topics
• The generalised product moment distribution in samples from a normal multivariate population.

Cited in

(1)

• Limit behavior in high-dimensional regime for Wishart tensors with Rosenblatt entries

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