On a sum form functional equation.
Consider a non-centered matrix with a separable variance profile: Matrices and are non-negative deterministic diagonal, while matrix is deterministic, and is a random matrix with complex independent and identically distributed random variables, each with mean zero and variance one. Denote by the resolvent associated to , i.e. Given two sequences of deterministic vectors and with bounded Euclidean norms, we study the limiting behavior of the random bilinear form: as the dimensions...