摘要
Let {vij}, i, j = 1, 2, …, be i.i.d, random variables with Ev11 = 0, Ev11^2 = 1 and a1 = (ai1,…, aiM) be random vectors with {aij} being i.i.d, random variables. Define XN =(x1,…, xk) and SN =XNXN^T,where xi=ai×si and si=1/√N(v1i,…, vN,i)^T. The spectral distribution of SN is proven to converge, with probability one, to a nonrandom distribution function under mild conditions.
基金
Supported by the NNSF of China(10471135)