  This paper studies the almost sure location of the eigenvalues of matrices
${\bf W}_N {\bf W}_N^{*}$ where ${\bf W}_N = ({\bf W}_N^{(1)T}, ..., {\bf
W}_N^{(M)T})^{T}$ is a $ML \times N$ block-line matrix whose block-lines $({\bf
W}_N^{(m)})_{m=1, ..., M}$ are independent identically distributed $L \times N$
Hankel matrices built from i.i.d. standard complex Gaussian sequences. It is
shown that if $M \rightarrow +\infty$ and $\frac{ML}{N} \rightarrow c_*$ ($c_*
\in (0, \infty)$), then the empirical eigenvalue distribution of ${\bf W}_N
{\bf W}_N^{*}$ converges almost surely towards the Marcenko-Pastur
distribution. More importantly, it is established that if $L =
\mathcal{O}(N^{\alpha})$ with $\alpha < 2/3$, then, almost surely, for $N$
large enough, the eigenvalues of ${\bf W}_N {\bf W}_N^{*}$ are located in the
neighbourhood of the Marcenko-Pastur distribution.

Probability