Convergence of empirical spectral distributions of large dimensional quaternion sample covariance matrices

DOI10.1007/S10463-015-0514-0zbMath1400.60007arXiv1310.5428OpenAlexW2029474097MaRDI QIDQ312589

Huiqin Li, Jiang Hu, Zhi-Dong Bai

Publication date: 16 September 2016

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1310.5428

zbMATH Keywords

LSDquaternion matricessample covariance matrixempirical spectral distribution

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Matrices over special rings (quaternions, finite fields, etc.) (15B33) Random matrices (algebraic aspects) (15B52)

Related Items (4)

Kernel estimators for Marčenko-Pastur law of quaternion sample covariance matrices ⋮ Strong convergence of ESD for large quaternion sample covariance matrices and correlation matrices when p/n → 0 ⋮ Central limit theorem for linear spectral statistics of large dimensional quaternion sample covariance matrices ⋮ Extreme eigenvalues of large dimensional quaternion sample covariance matrices

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