Misc,

A short proof of the Marchenko-Pastur theorem

.
(2015)cite arxiv:1506.04922.

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.

Tags

Users

  • @shabbychef

Comments and Reviews