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Showing 1 to 1 of 1 for “"Malliavin-Stein method"”.
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On non-stationary Wishart matrices and functional Gaussian approximations in Hilbert spaces
… We provide quantitative bounds in the Wasserstein distance for the cases of central convergence and non-central convergence, verify such convergences hold in the weak topology of C([a; b]; M_n(R)), and show that our result can be used to prove convergence in expectation of the empirical …