Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
8897754 | Linear Algebra and its Applications | 2018 | 41 Pages |
Abstract
Laguerre (Wishart) -ensembles, where (known as Dyson's threefold way) are important in Random Matrix Theory. These classical matrices models have been considered by many authors. In this paper, we investigate the central limit theorem for linear spectral statistics of large dimensional quaternion sample covariance matrices, which include the Wishart quaternion ensembles as a special case. Combining with existing results, a general central limit theorem, where are parameters in the expressions of limit mean and variance, is also given.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Algebra and Number Theory
Authors
Yanqing Yin,