Convergence of the empirical spectral distribution function of Beta matrices

Zhidong Bai, Jiang Hu, Guangming Pan +1

Let ${\mathbf{B}}_n={\mathbf{S}}_n({\mathbf{S}}_n+{\alpha }_n{\mathbf{T}}_N{)}^{-1}$, where ${\mathbf{S}}_n$ and ${\mathbf{T}}_N$ are two independent sample covariance matrices with dimension $p$ a…