  For sample covariance matrices with iid entries with sub-Gaussian tails, when
both the number of samples and the number of variables become large and the
ratio approaches to one, it is a well-known result of A. Soshnikov that the
limiting distribution of the largest eigenvalue is same as the of Gaussian
samples. In this paper, we extend this result to two cases. The first case is
when the ratio approaches to an arbitrary finite value. The second case is when
the ratio becomes infinity or arbitrarily small.
