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2009 Duality of real and quaternionic random matrices
Wlodek Bryc, Virgil Pierce
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Electron. J. Probab. 14: 452-476 (2009). DOI: 10.1214/EJP.v14-606

Abstract

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.

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Wlodek Bryc. Virgil Pierce. "Duality of real and quaternionic random matrices." Electron. J. Probab. 14 452 - 476, 2009. https://doi.org/10.1214/EJP.v14-606

Information

Accepted: 10 February 2009; Published: 2009
First available in Project Euclid: 1 June 2016

zbMATH: 1188.15034
MathSciNet: MR2480549
Digital Object Identifier: 10.1214/EJP.v14-606

Subjects:
Primary: 15A52
Secondary: 05A15, 60G15

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Vol.14 • 2009
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