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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2026
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2601.08041 |
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| _version_ | 1866912819840024576 |
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| author | Benigni, Lucas Zaklani, Ziyad |
| author_facet | Benigni, Lucas Zaklani, Ziyad |
| contents | We compute the asymptotic empirical eigenvalue distribution of the matrix $M = \bigodot_{i=1}^k \frac{1}{d_i}X^{(i)}{X^{(i)}}^\top$ where $X^{(i)}\in\mathbb{R}^{n\times d_i}$ are independent matrices with independent rows but general correlation within each row under the dimension scaling $\frac{n}{d_1\dots d_k}\to γ$. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2601_08041 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Hadamard product of independent random sample covariance matrices with correlation structure Benigni, Lucas Zaklani, Ziyad Probability We compute the asymptotic empirical eigenvalue distribution of the matrix $M = \bigodot_{i=1}^k \frac{1}{d_i}X^{(i)}{X^{(i)}}^\top$ where $X^{(i)}\in\mathbb{R}^{n\times d_i}$ are independent matrices with independent rows but general correlation within each row under the dimension scaling $\frac{n}{d_1\dots d_k}\to γ$. |
| title | Hadamard product of independent random sample covariance matrices with correlation structure |
| topic | Probability |
| url | https://arxiv.org/abs/2601.08041 |