Duality of real and quaternionic random matrices
Open Access
- 1 January 2009
- journal article
- Published by Institute of Mathematical Statistics in Electronic Journal of Probability
- Vol. 14 (none) , 452-476
- https://doi.org/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.This publication has 22 references indexed in Scilit:
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