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 Electronic Journal of Probability > Vol. 14 (2009) > Paper 17 open journal systems 


Duality of real and quaternionic random matrices

Wlodek Bryc, University of Cincinnati
Virgil Pierce, UT -- Pan American


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.


Full text: PDF

Pages: 452-476

Published on: February 10, 2009
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Electronic Journal of Probability. ISSN: 1083-6489