  Suppose $\mathbf Y_n=(\mathbf y_1,\cdots,\mathbf y_n)$ is a $p\times n$ data
matrix whose columns $\mathbf y_j, 1\leq j\leq n$ have different correlations.
The asymptotic spectral property of $\mathbf S_n=\frac1n\mathbf Y_n\mathbf
Y^*_n$ when $p$ increase with $n$ has been considered by some authors recently.
This model has known an increasing popularity due to its widely applications in
multi-user multiple-input single-output (MISO) systems and robust signal
processing. In this paper, for more convenient applications in practice, we
will investigate the spectral distribution of $\mathbf S_n$ under milder moment
conditions than existing work. We also discuss a potential application in
sample classification.
