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I am working with two random matrices, $Z$ and $H$: $Z$ is an $n \times K$ matrix with entries sampled i.i.d. from a Bernoulli distribution: $Z_{ij} \sim \mathrm{Bernoulli}(p)$. $H$ is a $K \times K$ ...

Setup. Let $\alpha\in(0,1)$ fixed; and $\tau\in[0,1]$ (think of it very close to one). Suppose $X_1,\dots,X_n$ are i.i.d. standard normal. Let $Y_1,\dots,Y_n$ be another sequence of standard normals ...