No Eigenvalues Outside the Support of the Limiting Spectral Distribution of Information-Plus-Noise Type Matrices


We consider a class of matrices of the form Cn = (1/N)(Rn+σXn)(Rn+σXn) ∗, where Xn is an n × N matrix consisting of independent standardized complex entries, Rj is an n×N nonrandom matrix, and σ > 0. Among several applications, Cn can be viewed as a sample correlation matrix, where information is contained in (1/N)RnR ∗ n, but each column of Rn is… (More)


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