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Suppose a random matrix $A$ with its elements following Gaussian distribution with non-zero mean. We know that the eigenvalues of $A$ have two patches: one is at the real axis that is far away from ...

Let $\mathbf{X}$ be $(n \times p)$-dimensional random matrix ($n > p$) whose rows $\mathbf{x}_i$ are i.i.d. with some finite moments: $$ \mathbf{X}^\top = [\mathbf{x}_1, \ldots \mathbf{x}_n]^\...