On Sufficient Conditions in the Marchenko--Pastur Theorem

DOI10.1137/s0040585x97t991696OpenAlexW4391613185WikidataQ128245479 ScholiaQ128245479MaRDI QIDQ6153532

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

zbMATH Keywords

random matrices Marchenko-Pastur law sample covariance matrices

Mathematics Subject Classification ID

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

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