Genus expansion for real Wishart matrices

DOI10.1007/s10959-010-0278-7zbMath1237.15035arXiv0910.5541OpenAlexW2083218865MaRDI QIDQ662881

C. Emily I. Redelmeier

Publication date: 13 February 2012

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0910.5541

zbMATH Keywords

Euler characteristiccentral limit theoremgenus expansioncomplex random matricesmaps on non-orientable surfacesreal Wishart matrices

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52)

Related Items

Fluctuations of Marchenko-Pastur limit of random matrices with dependent entries ⋮ Integration of invariant matrices and moments of inverses of Ginibre and Wishart matrices ⋮ Freeness and The Partial Transposes of Wishart Random Matrices ⋮ Real second order freeness and Haar orthogonal matrices ⋮ Free deterministic equivalent Z-scores of compound Wishart models: A goodness of fit test of 2D ARMA models ⋮ Explicit multi-matrix topological expansion for quaternionic random matrices ⋮ On words of non-Hermitian random matrices

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