32 citations · 99 across the 26 of their papers we have counts for
4 papers · 1 filter
On the limit of extreme eigenvalues of large dimensional random quaternion matrices
Yanqing Yin, Zhidong Bai, Jiang Hu
Since E.P.Wigner (1958) established his famous semicircle law, lots of attention has been paid by physicists, probabilists and statisticians to study the asymptotic properties of t…
Convergence of Empirical Spectral Distributions of Large Dimensional Quaternion Sample Covariance Matrices
Huiqin Li, Zhidong Bai, Jiang Hu
In this paper we establish the limit of the empirical spectral distribution of quaternion sample covariance matrices. Suppose is a quat…
Strong representation of weak convergence
Zhidong Bai, Jiang Hu
Skorokhod's representation theorem states that if on a Polish space, there is defined a weakly convergent sequence of probability measures as …
On the semicircular law of large dimensional random quaternion matrices
Yanqing Yin, Zhidong Bai, Jiang Hu
It is well known that Gaussian symplectic ensemble (GSE) is defined on the space of quaternion self-dual Hermitian matrices with Gaussian random elements. There is a hu…