Characteristic polynomials for typical matrix-valued Wiener functionals

MaRDI QIDQ3513468zbMATH OpenFDO

Authors Zhiming Feng

Publication date 6 August 2008

zbMATH Keywords

characteristic polynomialsmomentquadratic Wiener functionalWishart random matrix

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Gaussian processes (60G15) Stochastic calculus of variations and the Malliavin calculus (60H07)

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Cited in

(1)

• Finite dimensional determinants as characteristic functions of quadratic Wiener functionals

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