Natural statistics for spectral samples
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Abstract: Spectral sampling is associated with the group of unitary transformations acting on matrices in much the same way that simple random sampling is associated with the symmetric group acting on vectors. This parallel extends to symmetric functions, k-statistics and polykays. We construct spectral k-statistics as unbiased estimators of cumulants of trace powers of a suitable random matrix. Moreover we define normalized spectral polykays in such a way that when the sampling is from an infinite population they return products of free cumulants.
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- Limiting spectral distribution of the product of truncated Haar unitary matrices
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Cited in
(5)- Spectral statistics
- On photon statistics parametrized by a non-central Wishart random matrix
- Polynomial traces and elementary symmetric functions in the latent roots of a non-central Wishart matrix
- The ring of \(\mathcal {T}\)-covariants
- On a symbolic representation of non-central Wishart random matrices with applications
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