Spectra of large dimensional random Gram matrices under partial dependence

P. A. Yaskov

Steklov Mathematical Institute of Russian Academy of Sciences, Moscow

Abstract: A unified theory is proposed that 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.
Bibliography: 77 titles.

Keywords: random matrices, Gram matrices, sample covariance matrices, Marchenko–Pastur law.

UDC: 519.2

MSC: 60B20

Received: 11.07.2025

DOI: 10.4213/rm10260

 English version: Russian Mathematical Surveys, 2025, 80:5, 843–910

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