Título: Duality of real and quaternionic random matrices
Autores: Bryc, Wlodek; University of Cincinnati
Pierce, Virgil; UT -- Pan American
Fecha: 2009-01-01
Publicador: Electronic journal of probability
Fuente:
Tipo: Peer-reviewed Article

Tema: Gaussian Symplectic Ensemble, quaternion Wishart, moments, Mobius graphs, Euler characteristic
Primary: 15A52; Secondary: 60G15, 05A15
Descripción: We show that quaternionic Gaussian random variables satisfy a generalization of the Wick formula for computing the expected value of products in terms of a family of graphical enumeration problems. When applied to the quaternionic Wigner and Wishart families of random matrices the result gives the duality between moments of these families and the corresponding real Wigner and Wishart families.
Idioma: No aplica

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