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No eigenvalues outside the support of the limiting spectral distribution of quaternion sample covariance matrices
Random Matrices: Theory and Applications ( IF 0.9 ) Pub Date : 2019-09-27 , DOI: 10.1142/s2010326321500039
Huiqin Li 1
Affiliation  

In this paper, we consider the spectral properties of quaternion sample covariance matrices. Let [Formula: see text], where [Formula: see text] is the square root of a [Formula: see text] quaternion Hermitian non-negative definite matrix [Formula: see text] and [Formula: see text] is a [Formula: see text] matrix consisting of i.i.d. standard quaternion entries. Under the framework of random matrix theory, i.e. [Formula: see text] as [Formula: see text], we prove that if the fourth moment of the entries is finite, then there will almost surely be no eigenvalues that appear in any closed interval outside the support of the limiting distribution as [Formula: see text].

中文翻译:

在四元数样本协方差矩阵的极限谱分布支持之外没有特征值

在本文中,我们考虑四元数样本协方差矩阵的光谱特性。令[公式:见文本],其中[公式:见文本]是[公式:见文本]四元数厄米特非负定矩阵[公式:见文本]的平方根,[公式:见文本]是[公式:见正文] 由 iid 标准四元数条目组成的矩阵。在随机矩阵理论的框架下,即[公式:见文]为[公式:见文],我们证明如果条目的四阶矩是有限的,那么几乎肯定不会有任何特征值出现在任何闭区间在限制分布的支持之外[公式:见正文]。
更新日期:2019-09-27
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