Limiting Spectral Distribution of a Random Commutator Matrix
Limiting Spectral Distribution of a Random Commutator Matrix
We study the spectral properties of a class of random matrices of the form $S_n^{-} = n^{-1}(X_1 X_2^* - X_2 X_1^*)$ where $X_k = \Sigma^{1/2}Z_k$, for $k=1,2$, $Z_k$'s are independent $p\times n$ complex-valued random matrices, and $\Sigma$ is a $p\times p$ positive semi-definite matrix, independent of the $Z_k$'s. We assume …