Monday, April 15, 2013

Kamiar Rahnama Rad: April 17th

Title: A simple proof for the Marchenko-Pastur law

Abstract: I review the proof of the Wigner semicircle law for Wigner matrices using the Stieltjes transform method described hereUsing this method, I will present a new simple proof to the old Marchenko-Pastur law, which describes the asymptotic behavior of singular values of large sample covariance matrices.

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