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
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
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