Singularities of solutions to quadratic vector equations on complex upper half-plane

Abstract

Let $ S $ be a positivity preserving symmetric linear operator acting on bounded functions. The nonlinear equation $ -\frac{1}{m}=z+Sm $ with a parameter $ z $ in the complex upper half-plane $ \mathbb{H} $ has a unique solution $ m $ with values in $ \mathbb{H} $. We show that the $ z $-dependence of this solution can be represented as the Stieltjes transforms of a family of probability measures $ v $ on $ \mathbb{R} $. Under suitable conditions on $ S $, we show that $ v $ has a real analytic density apart from finitely many algebraic singularities of degree at most three. Our motivation comes from large random matrices. The solution $ m $ determines the density of eigenvalues of two prominent matrix ensembles; (i) matrices with centered independent entries whose variances are given by $ S $ and (ii) matrices with correlated entries with a translation invariant correlation structure. Our analysis shows that the limiting eigenvalue density has only square root singularities or a cubic root cusps; no other singularities occur.