Abstract:
A unified theory is proposed, which enables one to derive universal limiting spectral distributions for random Gram matrices of large dimension and related matrix models in the case of partial dependence.
Keywords:
random matrices, Gram matrices, sample covariance matrices, Marchenko–Pastur law.
Citation:
P. A. Yaskov, “On the spectrum of random Gram matrices of large dimension in the case of partial dependence”, Russian Math. Surveys, 80:5 (2025)
\Bibitem{Yas25}
\by P.~A.~Yaskov
\paper On the spectrum of random Gram matrices of large dimension in the case of partial dependence
\jour Russian Math. Surveys
\yr 2025
\vol 80
\issue 5
\mathnet{http://mi.mathnet.ru/eng/rm10260}
Citation in format AMSBIB
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