Convergence rates of the spectral distributions of large random quaternion self-dual Hermitian matrices

DOI10.1007/s10955-014-1096-6zbMath1309.15055arXiv1312.3747OpenAlexW2073771214MaRDI QIDQ2254911

Yanqing Yin, Zhi-Dong Bai

Publication date: 6 February 2015

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1312.3747

zbMATH Keywords

GSEconvergence ratesrandom matrixspectral distributionsemicircular lawquaternion seld-dual Hermitian matrix

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Random matrices (probabilistic aspects) (60B20) Strong limit theorems (60F15) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Functional limit theorems; invariance principles (60F17)

Related Items (7)

Convergence of empirical spectral distributions of large dimensional quaternion sample covariance matrices ⋮ 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 ⋮ On the limit of the spectral distribution of large-dimensional random quaternion covariance matrices ⋮ Gaussian fluctuations for linear spectral statistics of Wigner beta ensembles ⋮ Central limit theorem for linear spectral statistics of large dimensional quaternion sample covariance matrices ⋮ No eigenvalues outside the support of the limiting spectral distribution of quaternion sample covariance matrices

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