Convergence of empirical spectral distributions of large dimensional quaternion sample covariance matrices
From MaRDI portal
Publication:312589
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
Random matrices (probabilistic aspects) (60B20) Matrices over special rings (quaternions, finite fields, etc.) (15B33) Random matrices (algebraic aspects) (15B52)
Related Items
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
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the semicircular law of large-dimensional random quaternion matrices
- Convergence rate of expected spectral distributions of large random matrices. II: Sample covariance matrices
- The complex Laguerre symplectic ensemble of non-Hermitian matrices
- Spectral analysis of large dimensional random matrices
- Convergence rates of the spectral distributions of large random quaternion self-dual Hermitian matrices
- The interpolating Airy kernels for the \(\beta=1\) and \(\beta=4\) elliptic Ginibre ensembles
- An Introduction to Random Matrices
- The numerical range of normal matrices with quaternion entries
- Eigenvalue correlations in non-Hermitean symplectic random matrices
- Principle of General Q Covariance
- Similarity of matrices in which the elements are real quaternions
- Quaternions and matrices of quaternions
- On the limit of extreme eigenvalues of large dimensional random quaternion matrices
