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No Eigenvalues Outside the Limiting Support of Generally Correlated Gaussian Matrices
2016
IEEE Transactions on Information Theory
This paper investigates the behaviour of the spectrum of generally correlated Gaussian random matrices whose columns are zero-mean independent vectors but have different correlations, under the specific regime where the number of their columns and that of their rows grow at infinity with the same pace. Following the approach proposed in [1], we prove that under some mild conditions, there is no eigenvalue outside the limiting support of generally correlated Gaussian matrices. As an outcome of
doi:10.1109/tit.2016.2561998
fatcat:xswxgkwl4bcsfpg33bsgtylziu