On Sufficient Conditions in the Marchenko--Pastur Theorem
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Cites work
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- A short proof of the Marchenko-Pastur theorem
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- Asymptotic behavior of spectral function of empirical covariance matrices
- Central limit theorem for linear eigenvalue statistics for a tensor product version of sample covariance matrices
- Covariance estimation for distributions with \({2+\varepsilon}\) moments
- DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
- Eigenvalue distribution of large random matrices
- LLN for quadratic forms of long memory time series and its applications in random matrix theory
- Limit theorems for two classes of random matrices with dependent entries
- Limiting spectral distribution for large sample covariance matrices with graph-dependent elements
- Lower bounds on the smallest eigenvalue of a sample covariance matrix.
- Marchenko-Pastur law for a random tensor model
- Marchenko–Pastur law with relaxed independence conditions
- Necessary and sufficient conditions for the Marchenko-Pastur theorem
- On spectral distribution of sample covariance matrices from large dimensional and large \(k\)-fold tensor products
- On the Marchenko-Pastur and circular laws for some classes of random matrices with dependent entries
- On the convergence of the extremal eigenvalues of empirical covariance matrices with dependence
- On the limit of the largest eigenvalue of the large dimensional sample covariance matrix
- On the limiting empirical measure of eigenvalues of the sum of rank one matrices with log-concave distribution
- On the limiting spectral distribution for a large class of symmetric random matrices with correlated entries
- Sharp lower bounds on the least singular value of a random matrix without the fourth moment condition
- Some remarks on the Dozier-Silverstein theorem for random matrices with dependent entries
- Spectral analysis of large dimensional random matrices
- Twice-Ramanujan sparsifiers
- Variance inequalities for quadratic forms with applications
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