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math.PR2025
Mathematical research with GPT-5: a Malliavin-Stein experiment
Charles-Philippe Diez, Luis da Maia, Ivan Nourdin
On August 20, 2025, GPT-5 was reported to have solved an open problem in convex optimization. Motivated by this episode, we conducted a controlled experiment in the Malliavin--Stei…
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 , of the Wishart matrix associated to a random ma…