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Far East Journal of Theoretical Statistics

Abstract:
Let

where

is with i.i.d. entries and

is an

symmetric nonnegative definite random matrix independent of the

’s. Using the Stieltjes transform, it is shown that the limiting distribution of

has a continuous density function away from zero. In the present paper, a complete analysis of the support of the limiting distribution is presented.

Keywords and phrases: eigenvalues of random matrices, spectral distribution, Stieltjes transform.

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