A note on the Marchenko-Pastur law for a class of random matrices with dependent entries

作者：O'Rourke Sean^*

来源：Electronic Communications in Probability, 2012, 17: 1-13.

DOI：10.1214/ECP.v17-2020

• Random Matrix Theory
• Marchenko-Pastur law
• Stieltjes transform

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.

• 出版日期2012-7-17