Let \{$X_{ij}$\}, $i,j=...,$ be a double array of i.i.d. complex random
variables with $EX_{11}=0,E|X_{11}|^2=1$ and $E|X_{11}|^4<\infty$, and let
$A_n=\frac{1}{N}T_n^{{1}/{2}}X_nX_n^*T_n^{{1}/{2}}$, where $T_n^{{1}/{2}}$ is
the square root of a nonnegative definite matrix $T_n$ and $X_n$ is the
$n\times N$ matrix of the upper-left corner of the double array