Let Ap=mYY∗ and
Bp=nXX∗ be two independent random
matrices where X=(Xij)p×n and Y=(Yij)p×m respectively consist of real (or complex) independent random
variables with EXij=EYij=0,
E∣Xij∣2=E∣Yij∣2=1. Denote by λ1 the
largest root of the determinantal equation det(λAp−Bp)=0. We establish the Tracy-Widom type universality
for λ1 under some moment conditions on Xij and Yij when
p/m and p/n approach positive constants as p→∞.