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中文摘要：
令Xn=（Xjk）1≤j≤p,1≤k≤n,X1,…,Xn是Xn的n个相互独立的列向量,并且Xk=（X1k,X2k,…,Xnk）′服从AR（1）模型,具体给出了当p→∞,n→∞,且p/n→y时,样本协方差阵Sn=1/n∑nk=1XkX′k的极限谱密度.
英文摘要：
Let Xn=（Xjk）1≤j≤p,1≤k≤n,X1,…,Xnbe n independent columns of Xn,and Xk=（X1k,X2k,…,Xnk）＇are form AR（1）model.When p→∞,n→∞ and p/n→y,this paper gives the LSD of the sample covariance matrix Sn=1/n∑nk=1XkX＇k.
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