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Russian Mathematical Surveys, 2025, Volume 80, Issue 5, Pages 843–910
DOI: https://doi.org/10.4213/rm10260e (Mi rm10260) 		 
Spectra of large dimensional random Gram matrices under partial dependence

P. A. Yaskov

Steklov Mathematical Institute of Russian Academy of Sciences, Moscow
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DOI: https://doi.org/10.4213/rm10260e
Abstract: A unified theory is proposed that 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.
Bibliography: 77 titles.
Keywords: random matrices, Gram matrices, sample covariance matrices, Marchenko–Pastur law.
Funding agency Grant number
Russian Science Foundation 24-71-10109
Research in Sections 4–6 in the paper was supported by the Russian Science Foundation, project № 24-71-10109, https://rscf.ru/en/project/24-71-10109/.
Received: 11.07.2025
Published: 12.01.2026
Document Type: Article
UDC: 519.2
MSC: 60B20
Language: English
Original paper language: Russian
Citation: P. A. Yaskov, “Spectra of large dimensional random Gram matrices under partial dependence”, Russian Math. Surveys, 80:5 (2025), 843–910
Citation in format AMSBIB
\Bibitem{Yas25}
\by P.~A.~Yaskov
\paper Spectra of large dimensional random Gram matrices under partial dependence
\jour Russian Math. Surveys
\yr 2025
\vol 80
\issue 5
\pages 843--910
\mathnet{http://mi.mathnet.ru/eng/rm10260}
\crossref{https://doi.org/10.4213/rm10260e}
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