n=10000; (* rows *)
p=1000; (* columns *)

eig=RandomVariate[MatrixPropertyDistribution[Eigenvalues[x]/n,Distributed[x,WishartMatrixDistribution[n,IdentityMatrix[p]]]]]; (* eigenvalues distribution *)
eighist=Histogram[eig,{0.05},"PDF"];
marcpast=Plot[PDF[MarchenkoPasturDistribution[p/n],x],{x,0,1.8},PlotStyle->Thick,PlotRange->All,PlotLegends->None,Exclusions->None]; (* MP distribution *)

mpplot=Labeled[Show[{eighist,marcpast},ImageSize->Large,PlotLabel->"Distribution of the Eigenvalues of a Wishart Data Matrix and Marchenko-Pastur Limiting Distribution"],"n = (10^4), p = (10^3)"]

Export[FileNameJoin[{NotebookDirectory[],"marchenko-pastur.pdf"}],mpplot,"PDF"]