Limit behavior in high-dimensional regime for the Wishart tensors in Wiener chaos
R Dhoyer, CA Tudor - Journal of Theoretical Probability, 2024 - Springer
We analyze the p-random Wishart tensor (p≥ 2) associated with an initial n× d random
matrix X n, d whose entries are independent and belong to the Wiener chaos. The order of …
matrix X n, d whose entries are independent and belong to the Wiener chaos. The order of …
High-dimensional regime for Wishart matrices based on the increments of the solution to the stochastic heat equation
J Gamain, DAC Mollinedo… - Brazilian Journal of …, 2023 - projecteuclid.org
We consider an× d random matrix X n, d whose entries are the spatial increments of the
solution to the stochastic heat equation with space-time white noise. We analyze the limit …
solution to the stochastic heat equation with space-time white noise. We analyze the limit …
Gaussian fluctuation for Gaussian Wishart matrices of overall correlation
I Nourdin, F Pu - Statistics & Probability Letters, 2022 - Elsevier
In this note, we study the Gaussian fluctuations for the Wishart matrices d− 1 X n, d X n, d T,
where X n, d is an× d random matrix whose entries are jointly Gaussian and correlated with …
where X n, d is an× d random matrix whose entries are jointly Gaussian and correlated with …
Contributions à l'étude des matrices aléatoires et à l'inférence statistique des EDPS par la méthode de Stein-Malliavin
J Gamain - 2023 - theses.hal.science
Le cadre sur lequel s' érige cette thèse est assez vaste puisqu'il regroupe un large champ
d'études, allant des équations stochastiques aux dérivées partielles à la théorie des …
d'études, allant des équations stochastiques aux dérivées partielles à la théorie des …
Spherical Poisson waves
We introduce a model of Poisson random waves in S 2 and we study Quantitative Central
Limit Theorems when both the rate of the Poisson process and the energy (ie, frequency) of …
Limit Theorems when both the rate of the Poisson process and the energy (ie, frequency) of …
[引用][C] Limit behavior in high-dimensional regime for Wishart tensors with Rosenblatt entries
J Gamain, CA Tudor - Random Matrices: Theory and Applications, 2024 - World Scientific
In this paper, we consider an initial n× d random matrix with non-Gaussian correlated entries
on each row and independent entries from one row to another. The correlation on the rows …
on each row and independent entries from one row to another. The correlation on the rows …