Going from S-transform to eigenvalue density?

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Suppose we have a random matrix variable with the S-Transform below with $n>=1$

$$g(z)=\frac{1}{(1+z)^n}$$

What is the eigenvalue density around 0?

For $n=1$, this corresponds to Marchenko-Pastur law, hence for small eigenvalues $x$ we have

$$f(x)\sim\frac{1}{\pi \sqrt{x}}$$

How do I get the corresponding expression for $n>1$?

Explicit formula of the density is given in 3.61 of Ipsen's thesis but it's complex, I'm wondering if asymptotics can be determined directly from the S-transform.