ABSTRACT
In the previous chapter we have briefly discussed a few results on the NCP convergence and LSD for some specific type of random matrices such as the Wigner matrix and matrices of the form AZBZ∗A. Now we broaden our scope significantly and tackle much more general matrices. Suppose we have matrices Zu = ((εu,t,i))p×n, 1 ≤ u ≤ U , where {εu,t,i : u, i, j ≥ 0} are independent with mean 0 and variance 1. Note that each Zu is an independent matrix and moreover, they are independent among themselves.
