The Asymptotic Infinitesimal Distribution of a Real Wishart Random Matrix

James A. Mingo, Josue Vazquez-Becerra

Let $X_N$ be a $N\times N$ real Wishart random matrix with aspect ratio $M/N$. The limit eigenvalue distribution of $X_N$ is the Marchenko-Pastur law with parameter $c = \lim_N M/…