Necessary and sufficient conditions for the Marchenko-Pastur theorem

DOI10.1214/16-ECP4748zbMath1352.60008OpenAlexW2916099078MaRDI QIDQ727854

Pavel Yaskov

Publication date: 21 December 2016

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ecp/1477327674

zbMATH Keywords

random matricesMarchenko-Pastur theorem

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52)

Related Items (8)

Limiting Spectral Distribution for Large Sample Covariance Matrices with Graph-Dependent Elements ⋮ On the Spectrum of Sample Covariance Matrices for Time Series ⋮ Marchenko–Pastur law with relaxed independence conditions ⋮ Marchenko-Pastur law for a random tensor model ⋮ On Sufficient Conditions in the Marchenko--Pastur Theorem ⋮ LLN for quadratic forms of long memory time series and its applications in random matrix theory ⋮ Random matrix models for datasets with fixed time horizons ⋮ On spectral distribution of sample covariance matrices from large dimensional and large \(k\)-fold tensor products

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