In this paper, we derive the analytical behavior of the limiting spectral distribution of non-central covariance matrices of the "general information-plus-noise" type, as studied in [14]. Through the equation defining its Stieltjes transform, it is shown that the limiting distribution has a continuous derivative away from zero, the derivative being analytic wherever it is positive, and we show the determination criterion for its support. We also extend the result in [14] to allow for all possible ratios of row to column of the underlying random matrix.
翻译:本文推导了文献[14]所研究的“广义信息加噪声”型非中心协方差矩阵极限谱分布的解析行为。通过定义其Stieltjes变换的方程,证明该极限分布在非零点具有连续导数,且在导数为正的区域解析,并给出了其支撑集的判定准则。同时,本文将文献[14]中的结果推广至允许底层随机矩阵行数与列数之比取任意可能值的情形。