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The limiting spectral distribution of large dimensional general information-plus-noise type matrices

Journal of theoretical probability (J. Theor. Probab.), 2022
Abstract

Let $ X_{n} $ be $ n\times N $ random complex matrices, RnR_{n} and TnT_{n} be non-random complex matrices with dimensions n×Nn\times N and n×nn\times n, respectively. We assume that the entries of $ X_{n} $ are independent and identically distributed, $ T_{n} $ are nonnegative definite Hermitian matrices and $T_{n}R_{n}R_{n}^{*}= R_{n}R_{n}^{*}T_{n} $. The general information-plus-noise type matrices are defined by $C_{n}=\frac{1}{N}T_{n}^{\frac{1}{2}} \left( R_{n} +X_{n}\right) \left(R_{n}+X_{n}\right)^{*}T_{n}^{\frac{1}{2}} $. In this paper, we establish the limiting spectral distribution of the large dimensional general information-plus-noise type matrices CnC_{n}. Specifically, we show that as nn and NN tend to infinity proportionally, the empirical distribution of the eigenvalues of CnC_{n} converges weakly to a non-random probability distribution, which is characterized in terms of a system of equations of its Stieltjes transform.

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