Stieltjes Transforms and -Transforms Associated with Two-Parameter Lambert-Tsallis Functions.

In this paper, we study a two-parameter family of Stieltjes transformations related to holomorphic Lambert-Tsallis functions, which are a two-parameter generalization of the Lambert function. Such Stieltjes transformations appear in the study of eigenvalue distributions of random matrices associated with some growing statistically sparse models. A necessary and sufficient condition on the parameters is given for the corresponding functions being Stieltjes transformations of probabilistic measures. We also give an explicit formula of the corresponding -transformations.