On the limit of extreme eigenvalues of large dimensional random quaternion matrices

DOI10.1016/j.physleta.2014.02.012zbMath1331.15022arXiv1312.1433OpenAlexW2090882548MaRDI QIDQ5964660

Jiang Hu, Zhi-Dong Bai, Yanqing Yin

Publication date: 1 March 2016

Published in: Physics Letters. A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1312.1433

zbMATH Keywords

GSEextreme eigenvaluesquaternion matrices

Mathematics Subject Classification ID

Matrices over special rings (quaternions, finite fields, etc.) (15B33) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

Related Items

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, Convergence rates of the spectral distributions of large random quaternion self-dual Hermitian matrices, Convergence rates of spectral distributions of large dimensional quaternion sample covariance matrices, Extreme eigenvalues of large dimensional quaternion sample covariance matrices

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