Open Access
2009 Duality of real and quaternionic random matrices
Wlodek Bryc, Virgil Pierce
Author Affiliations +
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 and Virgil Pierce "Duality of real and quaternionic random matrices," Electronic Journal of Probability 14(none), 452-476, (2009). https://doi.org/10.1214/EJP.v14-606
Accepted: 10 February 2009; Published: 2009
Vol.14 • 2009
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