A short proof of the Marchenko-Pastur theorem

DOI10.1016/j.crma.2015.12.008zbMath1380.60017arXiv1506.04922OpenAlexW1600303801MaRDI QIDQ1695207

Pavel Yaskov

Publication date: 7 February 2018

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1506.04922

zbMATH Keywords

random matricesMarchenko-Pastur theoremCauchy-Stieltjes resolvent

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20)

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Cites Work

• On the Marchenko-Pastur and circular laws for some classes of random matrices with dependent entries
• Some limit theorems for the eigenvalues of a sample covariance matrix
• The strong limits of random matrix spectra for sample matrices of independent elements
• On the empirical distribution of eigenvalues of a class of large dimensional random matrices
• SOME REMARKS ON THE DOZIER–SILVERSTEIN THEOREM FOR RANDOM MATRICES WITH DEPENDENT ENTRIES
• On the limiting empirical measure of eigenvalues of the sum of rank one matrices with log-concave distribution
• Spectral Analysis of Networks with Random Topologies
• On the L^p convergence of sums of independent random variables
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