Let X 2 Cn m (m n) be a random matrix with independent columns each distributed as complex multivariate Gaussian with zero mean and single-spiked covariance matrix In + uu , where In is the n n identity matrix, u 2 ...

Let W 2 Cn n be a single-spiked Wishart matrix in the class W CWn(m; In + vvy) with m n, where In is the n n identity matrix, v 2 Cn 1 is an arbitrary vector with unit Euclidean norm, 0 is a non-random parameter, ...