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DRV10975: DRV10975Z - zener diode on VREG pin

Part Number: DRV10975

The datasheet specifies that when using the DRV10975Z VREG in linear mode, a zener diode must be included.

Some parameters for this diode are given, including the following --> "Peak Power > 2.5W"

The use of the word "peak" implies a surge power rating, not a DC power rating, but I'm not sure... Many small zeners are rated for approx 300mW DC power, but have a surge rating of >4W...

Specifically, would this diode https://assets.nexperia.com/documents/data-sheet/PDZ-GW_SER.pdf (either 3.9V or 4.3V) work?  Or do I need a bigger part?