Duality of real and quaternionic random matrices

DOI10.1214/EJP.v14-606zbMath1188.15034arXiv0806.3695MaRDI QIDQ1039111

Wlodzimierz 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

zbMATH Keywords

momentsEuler characteristicrandom matricesGaussian symplectic ensembleMöbius graphsquaternion Wishartquaternionic Gaussian random variablesWick formulaWigner familyWishart family

Mathematics Subject Classification ID

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

Related Items (11)

Topological expansion in isomorphism theorems between matrix-valued fields and random walks ⋮ Covariant Symanzik identities ⋮ Genus expansion for real Wishart matrices ⋮ A universality result for the smallest eigenvalues of certain sample covariance matrices ⋮ Explicit multi-matrix topological expansion for quaternionic random matrices ⋮ A recursion formula for the moments of the Gaussian orthogonal ensemble ⋮ Quaternionic second-order freeness and the fluctuations of large symplectically invariant random matrices ⋮ Moments of random matrices and hypergeometric orthogonal polynomials ⋮ Combinatorics of dispersionless integrable systems and universality in random matrix theory ⋮ Loop equations and topological recursion for the arbitrary-\(\beta\) two-matrix model ⋮ Linear differential equations for the resolvents of the classical matrix ensembles

This page was built for publication: Duality of real and quaternionic random matrices