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

Let $X_{n}$ be $n\times N$ random complex matrices, $R_{n}$ and $T_{n}$ be non-random complex matrices with dimensions $n\times N$ and $n\times n$, 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 $C_{n}$. Specifically, we show that as $n$ and $N$ tend to infinity proportionally, the empirical distribution of the eigenvalues of $C_{n}$ 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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