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JOURNALS // Uspekhi Matematicheskikh Nauk // Archive

Uspekhi Mat. Nauk, 2025 Volume 80, Issue 5(485), Pages 105–174 (Mi rm10260)

On the spectrum of random Gram matrices of large dimension in the case of partial dependence

P. A. Yaskov

Steklov Mathematical Institute of Russian Academy of Sciences

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.

UDC: 519.2

Received: 11.07.2025

DOI: 10.4213/rm10260



© Steklov Math. Inst. of RAS, 2025