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math.PR2013★ 11 cited
Convergence rates of the spectral distributions of large random quaternion self-dual Hermitian matrices
Yanqing Yin, Zhidong Bai
In this paper, convergence rates of the spectral distributions of quaternion self-dual Hermitian matrices are investigated. We show that under conditions of finite 6th moments, the…
math.PR2013★ 11 cited
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…
math.PR2013★ 5 cited
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…