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Convergence rates of the spectral distributions of large random quaternion self-dual Hermitian matrices

Published 13 Dec 2013 in math.PR | (1312.3747v1)

Abstract: 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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