Add reference to ``empty_parameter_set_mark`` parametrize doc

changelog/3851.doc.rst

@@ -0,0 +1 @@
+Add reference to ``empty_parameter_set_mark`` ini option in documentation of ``@pytest.mark.parametrize``

doc/en/parametrize.rst

@@ -114,6 +114,10 @@ Let's run this::
 The one parameter set which caused a failure previously now
 shows up as an "xfailed (expected to fail)" test.
 
+In case the values provided to ``parametrize`` result in an empty list - for
+example, if they're dynamically generated by some function - the behaviour of
+pytest is defined by the :confval:`empty_parameter_set_mark` option.
+
 To get all combinations of multiple parametrized arguments you can stack
 ``parametrize`` decorators::