A note on the Marchenko-Pastur law for a class of random matrices with dependent entries

DOI10.1214/ECP.v17-2020zbMath1251.60006arXiv1201.3554OpenAlexW3101390869MaRDI QIDQ456254

Sean O'Rourke

Publication date: 23 October 2012

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1201.3554

zbMATH Keywords

Stieltjes transformrandom matrix theoryMarchenko-Pastur law

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Spectrum, resolvent (47A10)

Related Items (8)

Limiting Spectral Distribution for Large Sample Covariance Matrices with Graph-Dependent Elements ⋮ Local spectral statistics of Gaussian matrices with correlated entries ⋮ On the empirical spectral distribution for certain models related to sample covariance matrices with different correlations ⋮ Marchenko–Pastur law with relaxed independence conditions ⋮ Limit theorems for two classes of random matrices with Gaussian entries ⋮ Concentration of the empirical spectral distribution of random matrices with dependent entries ⋮ Limit Theorems for Two Classes of Random Matrices with Dependent Entries ⋮ Non-Hermitian random matrices with a variance profile. II: properties and examples

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