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Consider the n n matrix Xₙ=Aₙ+Hₙ, where Aₙ is a n n matrix (either deterministic or random) and Hₙ is a n n matrix independent from Aₙ drawn from complex Ginibre ensemble. We study the limiting eigenvalue distribution of Xₙ. In arXiv: 0807. 4898 it was shown that the eigenvalue distribution of Xₙ converges to some deterministic measure. This measure is known for the case Aₙ=0. Under some general convergence conditions on Aₙ we prove a formula for the density of the limiting measure. We also obtain an estimation on the rate of convergence of the distribution. The approach used here is based on supersymmetric integration.
Roman Sarapin (Tue,) studied this question.
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