Analysis of the Limiting Spectral Distribution of Large Dimensional Information-Plus-Noise Type Matrices
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چکیده
A derivation of results on the analytic behavior of the limiting spectral distribution of sample covariance matrices of the “information-plus-noise” type, as studied in Dozier and Silverstein [3], is presented. It is shown that, away from zero, the limiting distribution possesses a continuous density. The density is analytic where it is positive and, for the most relevant cases of a in the boundary of its support, exhibits behavior closely resembling that of √|x− a| for x near a. A procedure to determine its support is also analyzed.
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تاریخ انتشار 1995