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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 PDF
 
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.)
 
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