The limiting spectral distribution of large dimensional general
information-plus-noise type matrices
Let $ X_{n} $ be $ n\times N $ random complex matrices, and be non-random complex matrices with dimensions and , 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 . Specifically, we show that as and tend to infinity proportionally, the empirical distribution of the eigenvalues of 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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