  This paper addresses the asymptotic behavior of a particular type of
information-plus-noise-type matrices, where the column and row number of the
matrices are large and of the same order, while signals are diverged and time
delays of the channel are fixed. We prove that the empirical spectral
distribution (ESD) of the large dimension sample covariance matrix and a
well-studied spiked central Wishart matrix converge to the same distribution.
As an application, an asymptotic power function is presented for the general
likelihood ratio statistics for testing the presence of signal in large array
signal processing.
