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Duality of real and quaternionic random matrices


 
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1. Title Title of document Duality of real and quaternionic random matrices
 
2. Creator Author's name, affiliation, country Wlodek Bryc; University of Cincinnati
 
2. Creator Author's name, affiliation, country Virgil Pierce; UT -- Pan American
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Gaussian Symplectic Ensemble, quaternion Wishart, moments, Mobius graphs, Euler characteristic
 
3. Subject Subject classification Primary: 15A52; Secondary: 60G15, 05A15
 
4. Description 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.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s) NSF, Taft Research Center
 
7. Date (YYYY-MM-DD) 2009-02-10
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/606
 
10. Identifier Digital Object Identifier 10.1214/EJP.v14-606
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 14
 
12. Language English=en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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