On the Spectral Density of Large Sample Covariance Matrices with Markov Dependent Columns

zbMath1300.60020arXiv1203.3749MaRDI QIDQ2923172

Olga Friesen, Matthias Loewe

Publication date: 15 October 2014

Full work available at URL: https://arxiv.org/abs/1203.3749

zbMATH Keywords

Markov chainsrandom matrixdependent entriessample covariance matrixPastur-Marčenko law

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20)

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