A short proof of the Marchenko-Pastur theorem

被引：19

作者：

Yaskov, Pavel ^{[1
,2
]}

机构：

[1] RAS, VA Steklov Math Inst, Moscow, Russia

[2] Natl Univ Sci & Technol MISIS, Moscow, Russia

来源：

COMPTES RENDUS MATHEMATIQUE | 2016年 / 354卷 / 03期

基金：

俄罗斯科学基金会;

关键词：

MATRICES; EIGENVALUES;

D O I：

10.1016/j.crma.2015.12.008

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We prove the Marchenko Pastur theorem for random matrices with i.i.d. columns and a general dependence structure within the columns by a simple modification of the standard Cauchy-Stieltjes resolvent method. (c) 2015 Academie des sciences. Published by Elsevier Masson SAS. All rights reserved.

引用

页码：319 / 322

页数：4

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