We prove the Marchenko-Pastur theorem for random matrices with i.i.d. rows
and a general dependence structure within the rows by a simple modification of
the standard Cauchy-Stieltjes resolvent method.
%0 Generic
%1 yaskov2015short
%A Yaskov, Pavel
%D 2015
%K multivariate probability statistics
%T A short proof of the Marchenko-Pastur theorem
%U http://arxiv.org/abs/1506.04922
%X We prove the Marchenko-Pastur theorem for random matrices with i.i.d. rows
and a general dependence structure within the rows by a simple modification of
the standard Cauchy-Stieltjes resolvent method.
@misc{yaskov2015short,
abstract = {We prove the Marchenko-Pastur theorem for random matrices with i.i.d. rows
and a general dependence structure within the rows by a simple modification of
the standard Cauchy-Stieltjes resolvent method.},
added-at = {2015-06-17T20:07:56.000+0200},
author = {Yaskov, Pavel},
biburl = {https://www.bibsonomy.org/bibtex/2692679b71d743d0cb5706e43d6d0e196/shabbychef},
description = {A short proof of the Marchenko-Pastur theorem},
interhash = {36e593c1f627f162e63b31ad622f2fe1},
intrahash = {692679b71d743d0cb5706e43d6d0e196},
keywords = {multivariate probability statistics},
note = {cite arxiv:1506.04922},
timestamp = {2015-06-17T20:07:56.000+0200},
title = {A short proof of the Marchenko-Pastur theorem},
url = {http://arxiv.org/abs/1506.04922},
year = 2015
}