Random Matrix Product

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Suppose I have the random matrix $G \in R^{d \times d}$. I draw each element in $G$ independently from a Gaussian with Zero mean and finite variance.

What can I say about the product of $GG^T$? Specialy how are Off-Diagonal values compared to diagonal?

asked Sep 28 '20 at 19:29

Andreas Look

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$\begingroup$ en.wikipedia.org/wiki/Wishart_distribution#Definition $\endgroup$ – Lorenzo Najt Sep 28 '20 at 19:34
$\begingroup$ The marginal distribution of Matrix Elements is exactly what I want. But how does ist look like in higher dimensions? $\endgroup$ – Andreas Look Sep 28 '20 at 19:52

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