Abstract: Letwhere is
with i.i.d. entries and is an symmetric
nonnegative definite random matrix independent of
the Using the Stieltjes transform, it is
shown that the limiting distribution of has a
continuous density function away from zero. In the present paper, it is derived
that the limiting density function is analytic whenever it is positive and its
behavior resembles a square root function on the boundary of its support.
Keywords and phrases: eigenvalues of random matrices, spectral distribution, Stieltjes transform.
