A short proof of the Marchenko-Pastur theorem
Probability
2016-03-07 v1
Abstract
We prove the Marchenko-Pastur theorem for random matrices with i.i.d. rows and a general dependence structure within the rows by a simple modification of the standard Cauchy-Stieltjes resolvent method.
Keywords
Cite
@article{arxiv.1506.04922,
title = {A short proof of the Marchenko-Pastur theorem},
author = {Pavel Yaskov},
journal= {arXiv preprint arXiv:1506.04922},
year = {2016}
}