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2012 A note on the Marchenko-Pastur law for a class of random matrices with dependent entries
Sean O'Rourke
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Electron. Commun. Probab. 17: 1-13 (2012). DOI: 10.1214/ECP.v17-2020

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.

Citation

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Sean O'Rourke. "A note on the Marchenko-Pastur law for a class of random matrices with dependent entries." Electron. Commun. Probab. 17 1 - 13, 2012. https://doi.org/10.1214/ECP.v17-2020

Information

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

zbMATH: 1251.60006
MathSciNet: MR2955493
Digital Object Identifier: 10.1214/ECP.v17-2020

Subjects:
Primary: 60B20
Secondary: 15A18‎, 47A10

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