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

DOI10.1007/S10959-024-01328-2zbMATH Open1541.60006MaRDI QIDQ6556243FDOQ6556243

Authors: Rémy Dhoyer, Ciprian A. Tudor 

Publication date: 17 June 2024

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

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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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Cited In (1)

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

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