No Eigenvalues Outside the Support of the Limiting Spectral Distribution of Large Dimensional noncentral Sample Covariance Matrices

Zhidong Bai, Jiang Hu, Jack W. Silverstein +1

Let $ \bbB_n =\frac{1}{n}(\bbR_n + \bbT^{1/2}_n \bbX_n)(\bbR_n + \bbT^{1/2}_n \bbX_n)^* $, where $ \bbX_n $ is a $p\times n$ matrix with independent standardized random variable…