Abstract: Letwhereis 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.
