Duality of real and quaternionic random matrices

DOI10.1214/EJP.V14-606MaRDI QIDQ1039111zbMATH OpenFDO

Authors Włodek Bryc, Virgil U. Pierce

Publication date 20 November 2009

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0806.3695, https://eudml.org/doc/233502, http://www.emis.de/journals/EJP-ECP/_ejpecp/viewarticleab3f.html

zbMATH Keywords

momentsEuler characteristicrandom matricesGaussian symplectic ensemblequaternion Wishartquaternionic Gaussian random variablesWick formulaWigner familyWishart familyMöbius graphs

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Matrices over special rings (quaternions, finite fields, etc.) (15B33)

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.

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(14)

• Duality in non-Hermitian random matrix theory
• Quaternionic second-order freeness and the fluctuations of large symplectically invariant random matrices
• scientific article; zbMATH DE number 7377983 (Why is no real title available?)
• Combinatorics of dispersionless integrable systems and universality in random matrix theory
• Topological expansion in isomorphism theorems between matrix-valued fields and random walks
• Explicit multi-matrix topological expansion for quaternionic random matrices
• A real quaternion spherical ensemble of random matrices
• Genus expansion for real Wishart matrices
• A recursion formula for the moments of the Gaussian orthogonal ensemble
• Moments of random matrices and hypergeometric orthogonal polynomials
• Linear differential equations for the resolvents of the classical matrix ensembles
• Loop equations and topological recursion for the arbitrary-\(\beta\) two-matrix model
• Covariant Symanzik identities
• A universality result for the smallest eigenvalues of certain sample covariance matrices

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