Charles-Philippe Diez

most citedLimiting behavior of large correlated Wishart matrices with chaotic entries

18 citations · 18 across the 2 of their papers we have counts for

collaborators

2 papers

math.PR2022

Free Malliavin-Stein-Dirichlet method: multidimensional semicircular approximations and chaos of a quantum Markov operator

Charles-Philippe Diez

We combine the notion of free Stein kernel and the free Malliavin calculus to provide quantitative bounds under the free (quadratic) Wasserstein distance in the multivariate semici…

math.PR2020★ 18 cited

Limiting behavior of large correlated Wishart matrices with chaotic entries

Solesne Bourguin, Charles-Philippe Diez, Ciprian A. Tudor

We study the fluctuations, as $d, n \to \infty$ , of the Wishart matrix $W_{n, d} = \frac{1}{d} X_{n, d} X_{n, d}^{T}$ associated to a $n \times d$ random ma…