A note on the Marchenko-Pastur law for a class of random matrices with dependent entries
Probability
2012-07-18 v4
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.
Keywords
Cite
@article{arxiv.1201.3554,
title = {A note on the Marchenko-Pastur law for a class of random matrices with dependent entries},
author = {Sean O'Rourke},
journal= {arXiv preprint arXiv:1201.3554},
year = {2012}
}
Comments
13 pages, no figures. To appear, Electronic Communications in Probability