Let \({B_n} = \left( {{R_n} + \frac{1}{{\sqrt n }}T_n^{1/2}{X_n}} \right){\left( {{R_n} + \frac{1}{{\sqrt n }}T_n^{1/2}{X_n}} \right)^*}\) , where Xn is a p × n matrix with independent standardized random variables, Rn is a p × n nonrandom matrix, representing the information, and Tn is a p × p nonrandom nonnegative definite Hermitian matrix. Under some conditions on RnR * n and Tn, it has been proved that for any closed interval outside the support of the limit spectral distribution, with probability one, there will be no eigenvalues falling in this interval for all p sufficiently large. In this paper, we carry on with the study of the support of the limit spectral distribution, and describe an exact correspondence between the eigenvalues of Bn and the function hj(x) related to the eigenvalues of RnR * n and Tn. The location of the eigenvalue outside the interval can be fully characterized by whether hj (x) is greater or less than −1, thus achieving exact separation of the eigenvalues.
