Do you happen to know a reference for exercise 2.1.18 from page 20 of Zeitouni's et al textbook:
<http://www.wisdom.weizmann.ac.il/~zeitouni/cupbook.pdf>
?



Searching for a reference on Wishart matrices
This exercise develops the proof of the Marchenko-Pastur distribution. Worked out proofs along similar lines can be found at various places, some pointers follow. None of these take precisely the same steps as in the exercise, but I presume once you have understood one of these worked out proofs you're done:


1. <https://www.math.wisc.edu/~valko/courses/833/2009f/lec_6_7.pdf>
2. <https://galton.uchicago.edu/~lalley/Courses/386/Wigner.pdf>
3. <https://ion.nechita.net/wp-content/uploads/2016/02/using-rm-in-qit.pdf>


