36 citations · 86 across the 8 of their papers we have counts for
9 papers
Marchenko-Pastur law for a random tensor model
Pavel Yaskov
We study the limiting spectral distribution of large-dimensional sample covariance matrices associated with symmetric random tensors formed by different products of…
Limiting spectral distribution for large sample covariance matrices with graph-dependent elements
Pavel Yaskov
We obtain the limiting spectral distribution for large sample covariance matrices associated with random vectors having graph-dependent entries under the assumption that the interd…
Variance inequalities for quadratic forms with applications
Pavel Yaskov
We obtain variance inequalities for quadratic forms of weakly dependent random variables with bounded fourth moments. We also discuss two application. Namely, we use these inequali…
The existence of Riemann-Stieltjes integrals with applications to fractional Brownian motion
Pavel Yaskov
We derive general sufficient conditions for the existence of Riemann-Stieltjes integrals . Our results extend the classical conditions of L.C.Young and improve some…
The necessary and sufficient conditions in the Marchenko-Pastur theorem
Pavel Yaskov
We show that a weak concentration property for quadratic forms of isotropic random vectors is necessary and sufficient for the validity of the Marchenko-Pastur theorem fo…
A short proof of the Marchenko-Pastur theorem
Pavel Yaskov
We prove the Marchenko-Pastur theorem for random matrices with i.i.d. rows and a general dependence structure within the rows by a simple modification of the standard Cauchy-Stielt…