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2016 Necessary and sufficient conditions for the Marchenko-Pastur theorem
Pavel Yaskov
Electron. Commun. Probab. 21: 1-8 (2016). DOI: 10.1214/16-ECP4748

Abstract

We obtain necessary and sufficient conditions for the Marchenko-Pastur theorem for matrices with IID isotropic rows. Our conditions are related to a weak concentration property for certain quadratic forms of the rows.

Citation

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Pavel Yaskov. "Necessary and sufficient conditions for the Marchenko-Pastur theorem." Electron. Commun. Probab. 21 1 - 8, 2016. https://doi.org/10.1214/16-ECP4748

Information

Received: 6 December 2015; Accepted: 20 September 2016; Published: 2016
First available in Project Euclid: 24 October 2016

zbMATH: 1352.60008
MathSciNet: MR3568347
Digital Object Identifier: 10.1214/16-ECP4748

Subjects:
Primary: 60B20

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