Duality of real and quaternionic random matrices
نویسندگان
چکیده
منابع مشابه
Duality of Real and Quaternionic Random Matrices
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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ژورنال
عنوان ژورنال: Electronic Journal of Probability
سال: 2009
ISSN: 1083-6489
DOI: 10.1214/ejp.v14-606