On the limit of the spectral distribution of large-dimensional random quaternion covariance matrices

DOI10.1142/S2010326317500046zbMath1377.15022MaRDI QIDQ5370956

Jiang Hu, Yanqing Yin

Publication date: 20 October 2017

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

random matrixspectral analysisquaternion matricessample covariance matricesquaternion signal processquaternion time series

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Random matrices (probabilistic aspects) (60B20) Strong limit theorems (60F15) Random matrices (algebraic aspects) (15B52) Functional limit theorems; invariance principles (60F17)

Related Items (6)

Multi Variable Semicircular Processes From ∗-Homomorphisms and Operators ⋮ Strong convergence of ESD for large quaternion sample covariance matrices and correlation matrices when p/n → 0 ⋮ Banach-space operators acting on semicircular elements induced by orthogonal projections ⋮ Central limit theorem for linear spectral statistics of large dimensional quaternion sample covariance matrices ⋮ Certain Banach-Space Operators Acting on the Semicircular Elements Induced by Orthogonal Projections ⋮ No eigenvalues outside the support of the limiting spectral distribution of quaternion sample covariance matrices

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