  We consider large complex random sample covariance matrices obtained from
"spiked populations", that is when the true covariance matrix is diagonal with
all but finitely many eigenvalues equal to one. We investigate the limiting
behavior of the largest eigenvalues when the population and the sample sizes
both become large. Under some conditions on moments of the sample distribution,
we prove that the asymptotic fluctuations of the largest eigenvalues are the
same as for a complex Gaussian sample with the same true covariance. The real
setting is also considered.
