On Sufficient Conditions in the Marchenko--Pastur Theorem (Q6153532)

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scientific article; zbMATH DE number 7804773

Language	Label	Description	Also known as
English	On Sufficient Conditions in the Marchenko--Pastur Theorem	scientific article; zbMATH DE number 7804773

Statements

scholarly article

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On Sufficient Conditions in the Marchenko--Pastur Theorem (English)

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Theory of Probability & Its Applications

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publication date

14 February 2024

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zbMATH Keywords

random matrices

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sample covariance matrices

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Marchenko-Pastur law

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1137/s0040585x97t991696

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On the Marchenko-Pastur and circular laws for some classes of random matrices with dependent entries

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SOME REMARKS ON THE DOZIER–SILVERSTEIN THEOREM FOR RANDOM MATRICES WITH DEPENDENT ENTRIES

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ASYMPTOTICS OF DIAGONAL ELEMENTS OF PROJECTION MATRICES UNDER MANY INSTRUMENTS/REGRESSORS

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Spectral analysis of large dimensional random matrices

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On the limiting spectral distribution for a large class of symmetric random matrices with correlated entries

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Twice-ramanujan sparsifiers

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Marchenko–Pastur law with relaxed independence conditions

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On the convergence of the extremal eigenvalues of empirical covariance matrices with dependence

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On spectral distribution of sample covariance matrices from large dimensional and large \(k\)-fold tensor products

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Asymptotic behavior of spectral function of empirical covariance matrices

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Limit Theorems for Two Classes of Random Matrices with Dependent Entries

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Central limit theorem for linear eigenvalue statistics for a tensor product version of sample covariance matrices

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DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES

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On the limiting empirical measure of eigenvalues of the sum of rank one matrices with log-concave distribution

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Covariance estimation for distributions with \({2+\varepsilon}\) moments

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Lower bounds on the smallest eigenvalue of a sample covariance matrix.

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Sharp lower bounds on the least singular value of a random matrix without the fourth moment condition

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Variance inequalities for quadratic forms with applications

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A short proof of the Marchenko-Pastur theorem

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Necessary and sufficient conditions for the Marchenko-Pastur theorem

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LLN for quadratic forms of long memory time series and its applications in random matrix theory

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Limiting Spectral Distribution for Large Sample Covariance Matrices with Graph-Dependent Elements

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Marchenko-Pastur law for a random tensor model

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On the limit of the largest eigenvalue of the large dimensional sample covariance matrix

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Identifiers

10.1137/s0040585x97t991696

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:6153532

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