Quadratic form of heavy-tailed self-normalized random vector with applications in $α$-heavy Marčenko--Pastur law

Let $\mathbf{x}$ be a random vector with $n$ i.i.d.\ real-valued components in the domain attraction of an $α$-stable law with $α\in(0,2)$, and let $\mathbf{y}=\mathbf{x}/\|\mathbf{x}\|_2$ be the associated self-normalized vector on the unit sphere. For a (possibly random) Hermitian matrix $\mathbf{