Limiting behavior of large correlated Wishart matrices with chaotic entries

Solesne Bourguin, Charles-Philippe Diez, Ciprian A. Tudor

We study the fluctuations, as $d,n\to \infty$, of the Wishart matrix ${\mathcal{W}}_{n,d}=\frac{1}{d}{\mathcal{X}}_{n,d}{\mathcal{X}}_{n,d}^T$ associated to a $n\times d$ random ma…