## Electronic Communications in Probability

### A note on the Marchenko-Pastur law for a class of random matrices with dependent entries

Sean O'Rourke

#### Abstract

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.

#### Article information

Source
Electron. Commun. Probab., Volume 17 (2012), paper no. 28, 13 pp.

Dates
Accepted: 17 July 2012
First available in Project Euclid: 7 June 2016

https://projecteuclid.org/euclid.ecp/1465263161

Digital Object Identifier
doi:10.1214/ECP.v17-2020

Mathematical Reviews number (MathSciNet)
MR2955493

Zentralblatt MATH identifier
1251.60006

Rights

#### Citation

O'Rourke, Sean. A note on the Marchenko-Pastur law for a class of random matrices with dependent entries. Electron. Commun. Probab. 17 (2012), paper no. 28, 13 pp. doi:10.1214/ECP.v17-2020. https://projecteuclid.org/euclid.ecp/1465263161

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