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

Sean O’Rourke

Type: Article

Publication Date: 2012-01-01

Citations: 25

DOI: https://doi.org/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.

Locations

arXiv (Cornell University) - View - PDF
DataCite API - View
Electronic Communications in Probability - View - PDF

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