Asymptotic behaviour of large Gaussian correlated Wishart matrices

Reference : Asymptotic behaviour of large Gaussian correlated Wishart matrices


	Document type :	Scientific journals : Article
	Discipline(s) :	Physical, chemical, mathematical & earth Sciences : Mathematics
	To cite this reference:	http://hdl.handle.net/10993/36741

Title :	Asymptotic behaviour of large Gaussian correlated Wishart matrices
Language :	English
Author, co-author :	Nourdin, Ivan [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit >]
	Zheng, Guangqu []
Publication date :	2022
Journal title :	Journal of Theoretical Probability
Publisher :	Kluwer Academic Publishers
Peer reviewed :	Yes
Audience :	International
ISSN :	0894-9840
e-ISSN :	1572-9230
City :	New York
Country :	Netherlands
Permalink :	http://hdl.handle.net/10993/36741
FnR project :	FnR ; FNR12582675 > Ivan Nourdin > APOGee > Approximation Of Gaussian Functionals > 01/09/2019 > 31/08/2022 > 2018

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