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• W2029474097 abstract "In this paper we establish the limit of the empirical spectral distribution of quaternion sample covariance matrices. Suppose $mathbf X_n = ({x_{jk}^{(n)}})_{ptimes n}$ is a quaternion random matrix. For each $n$, the entries ${x_{ij}^{(n)}}$ are independent random quaternion variables with a common mean $mu$ and variance $sigma^2>0$. It is shown that the empirical spectral distribution of the quaternion sample covariance matrix $mathbf S_n=n^{-1}mathbf X_nmathbf X_n^*$ converges to the M-P law as $ptoinfty$, $ntoinfty$ and $p/nto yin(0,+infty)$." @default.
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• W2029474097 date "2015-03-22" @default.
• W2029474097 modified "2023-09-24" @default.
• W2029474097 title "Convergence of empirical spectral distributions of large dimensional quaternion sample covariance matrices" @default.
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• W2029474097 doi "https://doi.org/10.1007/s10463-015-0514-0" @default.
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