  This paper studies the behaviour of the empirical eigenvalue distribution of
large random matrices W_N W_N* where W_N is a ML x N matrix, whose M block
lines of dimensions L x N are mutually independent Hankel matrices constructed
from complex Gaussian correlated stationary random sequences. In the asymptotic
regime where M \rightarrow \infty, N \rightarrow +\infty and ML/N \rightarrow c
> 0, it is shown using the Stieltjes transform approach that the empirical
eigenvalue distribution of W_N W_N* has a deterministic behaviour which is
characterized.
