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Let $\\mathbf{Z}=(Z_1,\\ldots,Z_n)$, where $Z_j$ is the mean zero variance one random variable obtained by centralizing and normalizing $Q_j$, $j=1,\\ldots,n$. Assume that $\\mathbf {X}_i,i=1,\\ldots ,p$ are i.i.d. copies of $\\frac{1}{\\sqrt{p}}\\mathbf{Z}$ and $X=X_{p,n}$ is the $p\\times n$ random matrix with $\\mathbf{X}_i$ as its $i$th row. 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Let $\\mathbf{Z}=(Z_1,\\ldots,Z_n)$, where $Z_j$ is the mean zero variance one random variable obtained by centralizing and normalizing $Q_j$, $j=1,\\ldots,n$. Assume that $\\mathbf {X}_i,i=1,\\ldots ,p$ are i.i.d. copies of $\\frac{1}{\\sqrt{p}}\\mathbf{Z}$ and $X=X_{p,n}$ is the $p\\times n$ random matrix with $\\mathbf{X}_i$ as its $i$th row. 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