Natural statistics for spectral samples
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Publication:355128
DOI10.1214/13-AOS1107zbMATH Open1287.60009arXiv1302.5892OpenAlexW3101205686MaRDI QIDQ355128FDOQ355128
Authors: E. Di Nardo, P. McCullagh, D. Senato 
Publication date: 24 July 2013
Published in: The Annals of Statistics (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1302.5892
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Cited In (5)
- On a symbolic representation of non-central Wishart random matrices with applications
- Spectral statistics
- On photon statistics parametrized by a non-central Wishart random matrix
- The ring of \(\mathcal {T}\)-covariants
- Polynomial traces and elementary symmetric functions in the latent roots of a non-central Wishart matrix
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