On Sufficient Conditions in the Marchenko--Pastur Theorem

DOI10.1137/S0040585X97T991696MaRDI QIDQ6153532zbMATH OpenOpenAlexWikidataFDO

Publication date 14 February 2024

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x97t991696

random matrices Marchenko-Pastur law sample covariance matrices

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Strong limit theorems (60F15)

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

(2)

A remark on the spectrum of sample covariance matrices from large random tensors
Spectra of large dimensional random Gram matrices under partial dependence

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