MacMahon's master theorem, representation theory, and moments of Wishart distributions
DOI10.1006/AAMA.2001.0748zbMATH Open1074.62514OpenAlexW2032344018MaRDI QIDQ5956780FDOQ5956780
Authors: I-Li Lu, Donald Richards
Publication date: 16 June 2002
Published in: Advances in Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/aama.2001.0748
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Characterization and structure theory for multivariate probability distributions; copulas (62H05) Determinants, permanents, traces, other special matrix functions (15A15) Combinatorial identities, bijective combinatorics (05A19) Representation theory for linear algebraic groups (20G05)
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Cited In (10)
- Algebraic factor analysis: tetrads, pentads and beyond
- On a symbolic representation of non-central Wishart random matrices with applications
- Moments and cumulants for the complex Wishart
- General moments of the inverse real Wishart distribution and orthogonal Weingarten functions
- MacMahon's master theorem, double tableau polynomials, and representations of groups
- The hyperoctahedral group, symmetric group representations and the moments of the real Wishart distribution
- Asymptotic normality for traces of polynomials in independent complex Wishart matrices
- Graph presentations for moments of noncentral Wishart distributions and their applications
- A symmetric matrix-variate normal local approximation for the Wishart distribution and some applications
- On the expectations of equivariant matrix-valued functions of Wishart and inverse Wishart matrices
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