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Hadamard product of independent random sample covariance matrices with correlation structure
Lucas Benigni, Ziyad Zaklani · 2026-01-13 · via math.PR updates on arXiv.org

We compute the asymptotic empirical eigenvalue distribution of the matrix $M = \bigodot_{i=1}^k \frac{1}{d_i}X^{(i)}{X^{(i)}}^\top$ where $X^{(i)}\in\mathbb{R}^{n\times d_i}$ are independent matrices with independent rows but general correlation within each row under the dimension scaling $\frac{n}{d_1\dots d_k}\to γ$.

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