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Gaussian fluctuation for Gaussian Wishart matrices of overall correlation
Nourdin, Ivan
;
Pu, Fei
2021
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https://hdl.handle.net/10993/46704
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Disciplines :
Mathematics
Author, co-author :
Nourdin, Ivan
;
University of Luxembourg > Faculty of Science, Technology and Medicine (FSTM) > Department of Mathematics (DMATH)
Pu, Fei;
University of Luxembourg > Faculty of Science, Technology and Medicine (FSTM) > Department of Mathematics (DMATH)
Language :
English
Title :
Gaussian fluctuation for Gaussian Wishart matrices of overall correlation
Publication date :
2021
Source :
https://arxiv.org/abs/2103.16630
Available on ORBilu :
since 01 April 2021
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