Distribution of eigenvalues of sample covariance matrices with tensor product samples

Daria Tieplova

We consider $n^2\times n^2$ real symmetric and hermitian matrices $M_n$, which are equal to sum of $m_n$ tensor products of vectors $X^{\mu }=B(Y^{\mu }\otimes Y^{\mu })$, $\mu =1,\dots ,m_n$, where…