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

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

2012-01-17

arxiv.org/abs/1201.3554v2

Mathematics

Probability

12 pages; fixed Lemma 13

Scientific paper

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.

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