A note on the Marchenko-Pastur law for a class of random matrices with dependent entries
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1. | Title | Title of document | A note on the Marchenko-Pastur law for a class of random matrices with dependent entries |
2. | Creator | Author's name, affiliation, country | Sean O'Rourke; Rutgers University; United States |
3. | Subject | Discipline(s) | |
3. | Subject | Keyword(s) | Random Matrix Theory; Marchenko-Pastur law; Stieltjes transform |
3. | Subject | Subject classification | 60B20; 47A10; 15A18 |
4. | Description | 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. |
5. | Publisher | Organizing agency, location | |
6. | Contributor | Sponsor(s) | |
7. | Date | (YYYY-MM-DD) | 2012-07-17 |
8. | Type | Status & genre | Peer-reviewed Article |
8. | Type | Type | |
9. | Format | File format | |
10. | Identifier | Uniform Resource Identifier | http://ecp.ejpecp.org/article/view/2020 |
10. | Identifier | Digital Object Identifier | 10.1214/ECP.v17-2020 |
11. | Source | Journal/conference title; vol., no. (year) | Electronic Communications in Probability; Vol 17 |
12. | Language | English=en | en |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
15. | Rights | Copyright and permissions | The Electronic Journal of Probability applies the Creative Commons Attribution License (CCAL) to all articles we publish in this journal. Under the CCAL, authors retain ownership of the copyright for their article, but authors allow anyone to download, reuse, reprint, modify, distribute, and/or copy articles published in EJP, so long as the original authors and source are credited. This broad license was developed to facilitate open access to, and free use of, original works of all types. Applying this standard license to your work will ensure your right to make your work freely and openly available. Summary of the Creative Commons Attribution License You are free
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