P. A. Yaskov, “Sufficient conditions for the Marchenko–Pastur theorem”, Theory Probab. Appl., 68:4 (2024), 657–673
Yifu Tang, Claudia Kirch, Jeong Eun Lee, Renate Meyer, “Posterior consistency for the spectral density of non‐Gaussian stationary time series”, Scandinavian J Statistics, 50:3 (2023), 1152
Pavel Yaskov, “Marchenko–Pastur law for a random tensor model”, Electron. Commun. Probab., 28 (2023), 23–17
P. A. Yaskov, “Limiting spectral distribution for large sample covariance matrices with graph-dependent elements”, Theory Probab. Appl., 67:3 (2022), 375–388
Pavel Yaskov, “Limit of the smallest eigenvalue of a sample covariance matrix for spherical and related distributions”, Springer Proc. Math. Statist., 371 (2021), 229–241
Jennifer Bryson, Roman Vershynin, Hongkai Zhao, “Marchenko–Pastur law with relaxed independence conditions”, Random Matrices: Theory Appl., 10:04 (2021)
P. A. Yaskov, “On a spectrum of sample covariation matrices for time series”, Theory Probab. Appl., 62:3 (2018), 432–443