Strong convergence of ESD for large quaternion sample covariance matrices and correlation matrices when p/n -> 0

Ding, X

Ding, X (corresponding author), Jilin Univ, Sch Math, 2699 Qianjin St, Changchun 130012, Peoples R China.

RANDOM MATRICES-THEORY AND APPLICATIONS, 2020; 9 (2):

Abstract

In this paper, we study the strong convergence of empirical spectral distribution (ESD) of the large quaternion sample covariance matrices and correla......

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