Eigenvalue distribution of the Hadamard product of sample covariance matrices in a quadratic regime

Sebastien Abou Assaly, Lucas Benigni

In this note, we prove that if $X\in {\mathbb{R}}^{n\times d}$ and $Y\in {\mathbb{R}}^{n\times p}$ are two independent matrices with i.i.d entries then the empirical spectral distributio…