RM+ML: 13. Why Does the Stieltjes Transform Determine Marchenko–Pastur?

The lecture notes for the course can be found at https://rolandspeicher.com/wp-content... proof of Marchenko-Pastur; equation for Stieltjes transform The goal of this lecture series is to cover mathematical interesting aspects of neural networks, in particular, those related to random matrices. In this 13th lecture we do the main work in the proof of the Marchenko-Pastur law by deriving an equation for the asymptotic Stieltjes transform.