Random Matrix Theory Overview

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120sadvanced (7/10)state theorem

For an n \times d matrix X with iid entries of variance σ^{2}, the empirical spectrum of \frac{1}{n} X^{T} X converges (as n, d \to \infty with d / n \to γ \in (0, 1]) to the Marchenko-Pastur law with support on which interval?