Central limit theorem for linear spectral statistics of large dimensional quaternion sample covariance matrices

DOI10.1016/j.laa.2018.05.031zbMath1402.15026OpenAlexW2808809170MaRDI QIDQ725526

Yanqing Yin

Publication date: 1 August 2018

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2018.05.031

zbMATH Keywords

central limit theoremrandom matrix theoryquaternion matrixlinear spectral statistics\(\beta\)-ensemblelarge dimension

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)

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