@article{dozier_silverstein_2007, title={Analysis of the limiting spectral distribution of large dimensional information-plus-noise type matrices}, volume={98}, ISSN={["0047-259X"]}, DOI={10.1016/j.jmva.2006.12.005}, abstractNote={A derivation of results on the analytic behavior of the limiting spectral distribution of sample covariance matrices of the “information-plus-noise” type, as studied in Dozier and Silverstein [On the empirical distribution of eigenvalues of large dimensional information-plus-noise type matrices, 2004, submitted for publication], is presented. It is shown that, away from zero, the limiting distribution possesses a continuous density. The density is analytic where it is positive and, for the most relevant cases of a in the boundary of its support, exhibits behavior closely resembling that of |x-a| for x near a. A procedure to determine its support is also analyzed.}, number={6}, journal={JOURNAL OF MULTIVARIATE ANALYSIS}, author={Dozier, R. Brent and Silverstein, Jack W.}, year={2007}, month={Jul}, pages={1099–1122} }
 @article{dozier_silverstein_2007, title={On the empirical distribution of eigenvalues of large dimensional information-plus-noise-type matrices}, volume={98}, ISSN={["0047-259X"]}, DOI={10.1016/j.jmva.2006.09.006}, abstractNote={Let Xn be n×N containing i.i.d. complex entries and unit variance (sum of variances of real and imaginary parts equals 1), σ>0 constant, and Rn an n×N random matrix independent of Xn. Assume, almost surely, as n→∞, the empirical distribution function (e.d.f.) of the eigenvalues of 1NRnRn* converges in distribution to a nonrandom probability distribution function (p.d.f.), and the ratio nN tends to a positive number. Then it is shown that, almost surely, the e.d.f. of the eigenvalues of 1N(Rn+σXn)(Rn+σXn)* converges in distribution. The limit is nonrandom and is characterized in terms of its Stieltjes transform, which satisfies a certain equation.}, number={4}, journal={JOURNAL OF MULTIVARIATE ANALYSIS}, author={Dozier, R. Brent and Silverstein, Jack W.}, year={2007}, month={Apr}, pages={678–694} }