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

Overview

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.

publication date

  • January 1, 2012

has restriction

  • gold

Date in CU Experts

  • December 20, 2014 12:15 PM

Full Author List

  • O'Rourke S

author count

  • 1

Other Profiles

International Standard Serial Number (ISSN)

  • 1083-589X

Electronic International Standard Serial Number (EISSN)

  • 1083-589X

Additional Document Info

start page

  • 1

end page

  • 13

volume

  • 17

issue

  • none