Variational Formulas for the Spectrum of Block Wishart Matrices

Andrea Montanari, Basil Saeed

We analyze the asymptotics of a block-Wishart random matrix ensemble of the type ${\boldsymbol W}_k = ({\boldsymbol X}^* \otimes {\boldsymbol I}_k){\boldsymbol T}({\boldsymbol X}\o…