A CLT FOR INFORMATION-THEORETIC STATISTICS OF NON-CENTERED GRAM RANDOM MATRICES
A CLT FOR INFORMATION-THEORETIC STATISTICS OF NON-CENTERED GRAM RANDOM MATRICES
In this article, we study the fluctuations of the random variable: [Formula: see text] where [Formula: see text], as the dimensions of the matrices go to infinity at the same pace. Matrices X n and A n are respectively random and deterministic N × n matrices; matrices D n and …