Comptes Rendus
no. 3
Probability theory
A short proof of the Marchenko–Pastur theorem

Presented by: Jean-François le Gall

Pavel Yaskov1, 2
1 Steklov Mathematical Institute of RAS, Russia
2 National University of Science and Technology MISIS, Russia
Comptes Rendus. Mathématique, Volume 354 (2016) no. 3, pp. 319-322.

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.

Nous prouvons le théorème de Marchenko–Pastur pour les matrices aléatoires avec des colonnes i.i.d. et une structure de dépendance générale à l'intérieur des colonnes par une simple modification de la méthode standard résolvante de Cauchy–Stieltjes standard.

Received:
Accepted:
Published online:
DOI: 10.1016/j.crma.2015.12.008

Pavel Yaskov 1, 2

1 Steklov Mathematical Institute of RAS, Russia
2 National University of Science and Technology MISIS, Russia 
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Pavel Yaskov. A short proof of the Marchenko–Pastur theorem. Comptes Rendus. Mathématique, Volume 354 (2016) no. 3, pp. 319-322. doi : 10.1016/j.crma.2015.12.008. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/j.crma.2015.12.008/

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