Check out example codes for "vertical dots latex". It will help you in understanding the concepts better.

Code Example 1

$$
\Sigma=\left[
\begin{array}{ccc}
   \sigma_{11} & \cdots & \sigma_{1n} \\
   \vdots & \ddots & \vdots \\
   \sigma_{n1} & \cdots & \sigma_{nn}
\end{array}
\right]
$$

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