  In this paper we establish the limit of the empirical spectral distribution
of quaternion sample covariance matrices. Suppose $\mathbf X_n =
({x_{jk}^{(n)}})_{p\times n}$ is a quaternion random matrix. For each $n$, the
entries $\{x_{ij}^{(n)}\}$ are independent random quaternion variables with a
common mean $\mu$ and variance $\sigma^2>0$. It is shown that the empirical
spectral distribution of the quaternion sample covariance matrix $\mathbf
S_n=n^{-1}\mathbf X_n\mathbf X_n^*$ converges to the M-P law as $p\to\infty$,
$n\to\infty$ and $p/n\to y\in(0,+\infty)$.
