Cumulants for random matrices as convolutions on the symmetric group

DOI10.1007/S00440-005-0474-ZzbMath1146.15015OpenAlexW1996141999MaRDI QIDQ2502248

Mireille Capitaine, Muriel Casalis

Publication date: 12 September 2006

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-005-0474-z

zbMATH Keywords

random matrixfree cumulantsmatricial cumulants

Mathematics Subject Classification ID

Free probability and free operator algebras (46L54) Random matrices (algebraic aspects) (15B52)

Related Items (11)

Matricial circular systems and random matrices ⋮ Cumulants for random matrices as convolutions on the symmetric group. II ⋮ Natural statistics for spectral samples ⋮ Polynomial traces and elementary symmetric functions in the latent roots of a non-central Wishart matrix ⋮ Integration of invariant matrices and moments of inverses of Ginibre and Wishart matrices ⋮ Genus expansion for real Wishart matrices ⋮ Explicit multi-matrix topological expansion for quaternionic random matrices ⋮ On words of non-Hermitian random matrices ⋮ Freeness of type B and conditional freeness for random matrices ⋮ Quaternionic second-order freeness and the fluctuations of large symplectically invariant random matrices ⋮ R-cyclic families of matrices in free probability

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