A note on the Marchenko-Pastur law for a class of random matrices with dependent entries
Electronic Communications in Probability, ISSN: 1083-589X, Vol: 17, Issue: none
2012
- 18Citations
- 12Captures
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Article Description
We consider a class of real random matrices with dependent entries and show that the limiting empirical spectral distribution is given by the Marchenko-Pastur law. Additionally, we establish a rate of convergence of the expected empirical spectral distribution.
Bibliographic Details
http://www.scopus.com/inward/record.url?partnerID=HzOxMe3b&scp=84864688433&origin=inward; http://dx.doi.org/10.1214/ecp.v17-2020; https://projecteuclid.org/journals/electronic-communications-in-probability/volume-17/issue-none/A-note-on-the-Marchenko-Pastur-law-for-a-class/10.1214/ECP.v17-2020.full; http://projecteuclid.org/download/pdf_1/euclid.ecp/1465263161; http://projecteuclid.org/euclid.ecp/1465263161; https://dx.doi.org/10.1214/ecp.v17-2020; https://projecteuclid.org/access-suspended
Institute of Mathematical Statistics
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