Zeng, Xingyuan - In: Statistics & Probability Letters 99 (2015) C, pp. 192-201
In this note we consider the n×n random matrices whose (i,j)th entry is f(xiTxj), where xi’s are i.i.d. random vectors in RN, and f is a real-valued function. The empirical spectral distributions of these random inner-product kernel matrices are studied in two kinds of high-dimensional...