vertical dots in function cases latex code example

Example: vertical dots latex

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