Suppose G is a $ n\times p$ matrix, each column of which is independently drawn $\mathcal{N}(0,I)$ and the wishart matrix is given by $GG^T$, we know that $\mathbb{E}(GG^T)=pI$. Do we have any concentration probability bound like $$\Pr(\|GG^T-pI\|_2<\epsilon)\geq...?$$
Thank you in advance.