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Distribution of eigenvalues of a Wishart matrix
Is there a known expression for the eigenvalue distribution of a matrix of the form
$$\sum_{i=1}^n k_ia_ia_i^T$$
where $a_i \in \mathcal{R}^m$, with $n > m$, $a_i \sim \mathcal{N}(0,\Sigma)$ and $...
