https://www.selleckchem.com/pr....oducts/prt062607-p50
We study the spectrum of generalized Wishart matrices, defined as F=(XY^⊤+YX^⊤)/2T, where X and Y are N×T matrices with zero mean, unit variance independent and identically distributed entries and such that E[X_itY_jt]=cδ_i,j. The limit c=1 corresponds to the Marčenko-Pastur problem. For a general c, we show that the Stieltjes transform of F is the solution of a cubic equation. In the limit c=0, T≫N, the density of eigenvalues converges to the Wigner semicircle.Key aspects of glasses are controlled by the presence of excit

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