Marchenko–Pastur law

E898463

The Marchenko–Pastur law is a probability distribution that describes the asymptotic eigenvalue spectrum of large random covariance matrices in random matrix theory.

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Statements (49)

Predicate Object
instanceOf law in random matrix theory
probability distribution
alsoKnownAs Marchenko–Pastur distribution NERFINISHED
appliesTo Wishart matrices NERFINISHED
sample covariance matrices
assumption entries have finite variance
entries have zero mean
entries of underlying random matrix are independent and identically distributed
category limiting spectral distribution
convergenceType almost sure convergence of empirical spectral distribution
densityFormula f(x) = (1 / (2π λ x)) sqrt((b - x)(x - a)) for x in [a,b]
densityOutsideSupport 0
dependsOn limiting ratio of matrix dimension to sample size
describes asymptotic eigenvalue distribution of large random covariance matrices
limiting empirical spectral distribution of eigenvalues
field probability theory
random matrix theory
hasAtomAtZero yes when λ < 1
influenced development of modern random matrix theory
high-dimensional principal component analysis
limitRegime matrix dimension and sample size go to infinity with fixed ratio
massAtZero 1 - λ for λ < 1
matrixModel X X^T where X has i.i.d. entries with zero mean and finite variance
mean 1
momentType moments given by Narayana numbers in free probability formulation
namedAfter Leonid Pastur NERFINISHED
Vladimir Marchenko NERFINISHED
noAtomAtZero when λ ≥ 1
originalContext asymptotic theory of random matrices with independent entries
parameter λ
parameterConstraint λ > 0
parameterType aspect ratio of matrix dimensions
relatedTo Wigner semicircle law NERFINISHED
free Poisson distribution
free probability theory
support [a,b] subset of real numbers
supportDomain nonnegative real line GENERATED
supportLowerEndpoint (1 - sqrt(λ))^2 GENERATED
supportType compact support
supportUpperEndpoint (1 + sqrt(λ))^2 GENERATED
type continuous distribution
usedFor benchmarking empirical covariance eigenvalues
spectral analysis of high-dimensional covariance matrices
understanding eigenvalue spectra in multivariate statistics
usedIn high-dimensional statistics
signal processing
statistical physics
wireless communications
yearIntroduced 1967

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random matrix theory hasKeyConcept Marchenko–Pastur law