Commit 7dd94710 authored by Florent Chatelain's avatar Florent Chatelain
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arxiv suppmat

parent aa8ddaa4
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## Simulations
bal
$ \mathcal{N}(0, \frac1p {\tiny \left[\begin{matrix} 10 & 5.5 \\ 5.5 & 15\end{matrix}\right] } )$
bla $\otimes$
#### Figure 1.
Eigenvalue distribution $\nu_n$ of $K$ versus limit measure $\nu$, for $p=200$, $n=4\,000$, $x_i\sim .4 \mathcal N(\mu_1,I_p)+.6\mathcal N(\mu_2,I_p)$ for
$[\mu_1^T,\mu_2^T]^T \sim \mathcal{N}\left(0, \frac1p {\tiny \left[\begin{matrix} 10 & 5.5 \\ 5.5 & 15\end{matrix}\right]}\otimes I_p\right)$;
$\varepsilon_S=.2$, $\varepsilon_B=.4$. Sample vs theoretical spikes in blue vs red circles. <b>The two "humps" remind the semi-circular and Marcenko-Pastur laws.</b>
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