On Sufficient Conditions in the Marchenko--Pastur Theorem

DOI10.1137/S0040585X97T991696OpenAlexW4391613185WikidataQ128245479 ScholiaQ128245479MaRDI QIDQ6153532FDOQ6153532

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

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zbMATH Keywords

random matrices Marchenko-Pastur law sample covariance matrices

Mathematics Subject Classification ID

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

Cites Work

Spectral analysis of large dimensional random matrices
Variance inequalities for quadratic forms with applications
Title not available (Why is that?)
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Necessary and sufficient conditions for the Marchenko-Pastur theorem
Central limit theorem for linear eigenvalue statistics for a tensor product version of sample covariance matrices
A short proof of the Marchenko-Pastur theorem
Some remarks on the Dozier-Silverstein theorem for random matrices with dependent entries
ASYMPTOTICS OF DIAGONAL ELEMENTS OF PROJECTION MATRICES UNDER MANY INSTRUMENTS/REGRESSORS
LLN for quadratic forms of long memory time series and its applications in random matrix theory
On spectral distribution of sample covariance matrices from large dimensional and large \(k\)-fold tensor products
Limiting Spectral Distribution for Large Sample Covariance Matrices with Graph-Dependent Elements
Marchenko–Pastur law with relaxed independence conditions
Marchenko-Pastur law for a random tensor model

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