On singular value distribution of large dimensional data matrices whose columns have different correlations
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Suppose Y_n=( y_1,..., y_n) is a p× n data matrix whose columns y_j, 1≤ j≤ n have different correlations. The asymptotic spectral property of S_n=1/n Y_n Y^*_n when p increase with n has been considered by some authors recently. This model has known an increasing popularity due to its widely applications in multi-user multiple-input single-output (MISO) systems and robust signal processing. In this paper, for more convenient applications in practice, we will investigate the spectral distribution of S_n under milder moment conditions than existing work.
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