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Convergence rates of the spectral distributions of large random quaternion self-dual Hermitian matrices - MaRDI portal

Convergence rates of the spectral distributions of large random quaternion self-dual Hermitian matrices (Q2254911)

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Convergence rates of the spectral distributions of large random quaternion self-dual Hermitian matrices
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    Convergence rates of the spectral distributions of large random quaternion self-dual Hermitian matrices (English)
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    6 February 2015
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    The authors investigate convergence rates of the spectral distributions of quaternion self-dual Hermitian matrices. They show that under conditions of finite 6th moments, the expected spectral distribution of a large quaternion self-dual Hermitian matrix converges to the semicircular law in a rate of \(O(n^{-1/2})\) and the spectral distribution itself converges to the semicircular law in rates \(O_p(n^{-2/5})\) and \(O_{a.s.} (n^{-2/5+\eta})\). These results include GSE as a special case.
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    convergence rates
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    random matrix
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    quaternion seld-dual Hermitian matrix
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    GSE
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    spectral distribution
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    semicircular law
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