Article (Scientific journals)
Asymptotic behaviour of large Gaussian correlated Wishart matrices
NOURDIN, Ivan; Zheng, Guangqu
2022In Journal of Theoretical Probability
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Disciplines :
Mathematics
Author, co-author :
NOURDIN, Ivan ;  University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit
Zheng, Guangqu
External co-authors :
yes
Language :
English
Title :
Asymptotic behaviour of large Gaussian correlated Wishart matrices
Publication date :
2022
Journal title :
Journal of Theoretical Probability
ISSN :
0894-9840
eISSN :
1572-9230
Publisher :
Kluwer Academic Publishers, New York, Netherlands
Peer reviewed :
Peer Reviewed verified by ORBi
FnR Project :
FNR12582675 - Approximation Of Gaussian Functionals, 2018 (01/09/2019-31/08/2022) - Ivan Nourdin
Available on ORBilu :
since 28 September 2018

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