# $XX^T$ Matrices With Independent Entries

@inproceedings{Bose2022XXTMW, title={\$XX^T\$ Matrices With Independent Entries}, author={Arup Bose and Priyanka Sen}, year={2022} }

Let S = XX T be the (unscaled) sample covariance matrix where X is a real p × n matrix with independent entries. It is well known that if the entries of X are independent and identically distributed (i.i.d.) with enough moments and p / n → y (cid:44) 0, then the limiting spectral distribution (LSD) of 1 n S converges to a Marˇcenko-Pastur law. Several extensions of this result are also known. We prove a general result on the existence of the LSD of S in probability or almost surely, and in…

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