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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
Fulltext:
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References
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Steklov Math. Inst. of RAS
, 2025