On the semicircular law of large dimensional random quaternion matrices
classification
🧮 math.PR
keywords
matricesgaussianquaternionhermitianrandomself-dualsemicircularuniversal
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It is well known that Gaussian symplectic ensemble (GSE) is defined on the space of $n\times n$ quaternion self-dual Hermitian matrices with Gaussian random elements. There is a huge body of literature regarding this kind of matrices. As a natural idea we want to get more universal results by removing the Gaussian condition. For the first step, in this paper we prove that the empirical spectral distribution of the common quaternion self-dual Hermitian matrices tends to semicircular law. The main tool to establish the universal result is given as a lemma in this paper as well.
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