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arXiv · 1506.04922

A short proof of the Marchenko-Pastur theorem

Pavel Yaskov
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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.

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Pavel Yaskov. 2015-06-16. A short proof of the Marchenko-Pastur theorem. https://doi.org/10.1016/j.crma.2015.12.008

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