High-dimensional regime for Wishart matrices based on the increments of the solution to the stochastic heat equation-Reference-Cited by-同舟云学术

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High-dimensional regime for Wishart matrices based on the increments of the solution to the stochastic heat equation

Published:2023-06-01 Issue:2 Volume:37 Page:
ISSN:0103-0752
Container-title:Brazilian Journal of Probability and Statistics
language:
Short-container-title:Braz. J. Probab. Stat.

Author:

Gamain Julie¹,Mollinedo David A. C.²,Tudor Ciprian A.¹

Affiliation:

1. CNRS, Université de Lille, Laboratoire Paul Painlevé UMR 8524, F-59655 Villeneuve d’Ascq, France

2. Universidade Tecnológica Federal do Paraná, Brazil

Publisher

Institute of Mathematical Statistics

Subject

Statistics and Probability

Reference27 articles.

1. Araya, H. and Tudor, C. A. (2021). Asymptotic expansion for the quadratic variations of the solution to the heat equation with additive white noise. Stochastics and Dynamics 21, 2150010.

2. Bishop, A. N., Moral, P. and Niclas, A. (2018). An introduction to Wishart matrix moments. MAL 11, 97–218.

3. Bourguin, S. and Dang, T. (2022). High-dimensional regimes for sequences of non-stationary Gaussian correlated Wishart matrices. Random Matrices: Theory and Applications 1, 43.

4. Bourguin, S., Diez, C.-P. and Tudor, C. A. (2021). Limiting behavior of large correlated Wishart matrices with chaotic entries. Bernoulli 27, 1077–1102.

5. Bubeck, S., Ding, J., Eldan, R. and Rácz, M. Z. (2016). Testing high-dimensional geometry in random graphs. Random Structures & Algorithms 49, 503–532.

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