All Questions

Let $F=F_{m,d}$ be a random $m \times d$ matrix with iid entries from $N(0,1)$. Let $A=A_d$ and $B=B_d$ be deterministic $d \times d$ positive-definite matrices. In case it helps, it may be assumed ...

Let $n_1$, $n_2$, and $d$ be positive integers tending to infinity such that $$ d/n_k \to \phi_k \in (0,\infty). $$ Let $X_1 \in \mathbb R^{n_1 \times d}$ and $X_2^{n_2 \times d}$ be independent ...