Convergence rates of the spectral distributions of large random quaternion self-dual Hermitian matrices
classification
🧮 math.PR
keywords
spectralhermitianquaternionratesself-dualconvergenceconvergesdistribution
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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 expected spectral distribution of a large quaternion self-dual Hermitian matrix converges to the semicircular law in a rate of $O(n^{-1/2})$ and the spectral distribution itself converges to the semicircular law in rates $O_p(n^{-2/5})$ and $O_{a.s.}(n^{-2/5+\eta})$. Those results include GSE as a special case.
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