On the semicircular law of large-dimensional random quaternion matrices

DOI10.1007/S10959-015-0610-3zbMATH Open1353.60024arXiv1309.6937OpenAlexW1992281399MaRDI QIDQ325919FDOQ325919

Authors: Jiang Hu, Yanqing Yin, Zhidong Bai 

Publication date: 11 October 2016

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Abstract: It is well known that Gaussian symplectic ensemble (GSE) is defined on the space of $nimesn$ quaternion self-dual Hermitian matrices with Gaussian random elements. There is a huge body of literature regarding this kind of matrices. As a natural idea we want to get more universal results by removing the Gaussian condition. For the first step, in this paper we prove that the empirical spectral distribution of the common quaternion self-dual Hermitian matrices tends to semicircular law. The main tool to establish the universal result is given as a lemma in this paper as well.

Full work available at URL: https://arxiv.org/abs/1309.6937

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zbMATH Keywords

random quaternion matricessemicircular law

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

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Cited In (16)

• The local semicircle law for random matrices with a fourfold symmetry
• A real quaternion spherical ensemble of random matrices
• Banach *-algebras generated by semicircular elements induced by certain orthogonal projections
• 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
• 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
• Central limit theorem for linear spectral statistics of large dimensional quaternion sample covariance matrices
• Multi Variable Semicircular Processes From ∗-Homomorphisms and Operators
• Convergence of empirical spectral distributions of large dimensional quaternion sample covariance matrices
• Random right eigenvalues of Gaussian quaternionic matrices
• Spectral properties of certain operators on the free Hilbert space \mathfrak{F}[H_{1},...,H_{N}] and the semicircular law
• Banach-space operators acting on semicircular elements induced by orthogonal projections
• Gaussian fluctuations for linear spectral statistics of Wigner beta ensembles
• Free-Homomorphic Relations Induced by Certain Free Semicircular Families
• Convergence rates of the spectral distributions of large random quaternion self-dual Hermitian matrices

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