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Appendices
Let N(ยต,ฯ2) denote a Gaussian distribution with meanยต and variance ฯ2. Let ฯ2(n) denote a ฯ2 distribution withn degrees of freedom. Our analysis extensively uses the following facts about Gaussian and ฯ2 distributions: Definition A.1 (Gaussian and Wigner Random Matrices). We let G N(n) denote an n n randomGaussianmatrixwith i.i.d. We let W W(n)=G+GT denotean n n Wigner matrix, where G N(n). Fact A.1 (ฯ2 TailBound(Lemma 1of[1])).