Far East Journal of Theoretical Statistics
Volume 29, Issue 2, Pages 149 - 156
(November 2009)
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ANALYSIS OF THE BEHAVIOR OF THE LIMITING SPECTRAL DENSITY
Sang-Il Choi (Korea)
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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.
