{
  "annotation_id": "7919e69b-40ad-488e-bf33-de9a06087567",
  "date_created": "2026-02-17T05:53:15.053000Z",
  "date_modified": "2026-02-17T05:53:15.053000Z",
  "file_hash": "546e5f312166f28fb27a399c49c944c74b2443f426c9230d9f848cd050f5891b",
  "private": false,
  "record": {
    "abstract": "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 $\\frac{n}{d_1\\dots d_k}\\to \\gamma$.",
    "arxiv_id": "2601.08041",
    "authors": [
      "Lucas Benigni",
      "Ziyad Zaklani"
    ],
    "categories": [
      "math.PR"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "title": "Hadamard product of independent random sample covariance matrices with correlation structure",
    "url": "https://arxiv.org/abs/2601.08041",
    "version": "v1"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "68fa88c0-13eb-4c5a-8da3-813c6c5b7cf4",
    "id": "arXiv Dataset",
    "type": "Model",
    "variant": "snapshot-2026-01-17",
    "version": "0.1.0"
  },
  "user_id": 1000002
}