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Considering this system of integral equations, where $\gamma \in \mathbb{R} $ and $\alpha\in \mathbb{C}$ are the unknown to solve :

$$ 1=\int_{-\infty}^{\infty} p(u) \frac{ -1}{\gamma-\left(u-z^{*}+\tau \alpha^*\right)\left(u-z+\tau \alpha\right)}\mathrm{d}u$$

$$\alpha^*=\int_{-\infty}^{\infty}p(u) \frac{ u-z+\tau \alpha}{\gamma-\left(u-z^{*}+\tau \alpha^*\right)\left(u-z+\tau \alpha\right)}\mathrm{d}u$$

$$\alpha=\int_{-\infty}^{\infty}p(u) \frac{ u-z^*+\tau \alpha^*}{\gamma-\left(u-z^{*}+\tau \alpha^*\right)\left(u-z+\tau \alpha\right)}\mathrm{d}u$$

Where $\alpha^*$represents the complex conjugate of $\alpha$ and $p(u)$ is a probability distribution. Is it possible to solve these equations without further information on $p(u)$? Or is it at least possible to change their representation to make them more friendly ?

The solution $\alpha$ would then give an equation representing the boundaries of the eigenvalues of a random matrix :

$$ 1=\int_{-\infty}^{\infty}p(u) \frac{ 1}{\left(u-z^{*}+\tau \alpha^*\right)\left(u-z+\tau \alpha\right)}\mathrm{d}u$$

Therefore I see $\gamma$ and $\alpha$ as intermediate steps, the boundaries only depend directly on $p(u)$ and not $\alpha$ strictly speaking.

Any remark, reference or advice is always very appreciated. Thank you.

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  • $\begingroup$ it would help if you formulated the random-matrix problem that you are interested in; that might also clarify the role of the parameters $z$ and $\tau$, which you have left unspecified (are they known?) $\endgroup$ Commented Jun 17, 2020 at 11:54
  • $\begingroup$ Isn't p actually also an unknown? aren't you trying to find p,$\alpha$ so that the equations are true for all $z$ complex? and what is $\tau$? another given parameter? If $\tau$ is real, then the third equation is the same as the second. $\endgroup$ Commented Jun 19, 2020 at 11:25

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