Stieltjes transform of a measure

ID: stieltjes-transform-of-a-measure

For a finite positive measure on the real line, this convention for its Stieltjes transform is analytic off the real line and has positive imaginary part in the upper half-plane if the measure is nonzero. Some sources use instead, changing the sign. The transform of an empirical spectral measure equals the normalized trace of the Stieltjes matrix resolvent.

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