Duality of real and quaternionic random matrices

@misc{citeulike:2920011, abstract = {We show that quaternionic Gaussian random variables satisfy a generalization of the Wick formula for computing the expected value of products in terms of a family of graphical enumeration problems. When applied to the quaternionic Wigner and Wishart families of random matrices the result gives the duality between moments of these families and the corresponding real Wigner and Wishart families.}, author = {Bryc, Wlodzimierz and Pierce, Virgil U. }, citeulike-article-id = {2920011}, eprint = {0806.3695}, keywords = {duality\_relation}, month = {Jun}, posted-at = {2008-06-24 03:15:03}, priority = {2}, title = {Duality of real and quaternionic random matrices}, url = {http://arxiv.org/abs/0806.3695}, year = {2008} }

TY - ELEC ID - citeulike:2920011 L3 - citeulike-article-id:2920011 TI - Duality of real and quaternionic random matrices N2 - We show that quaternionic Gaussian random variables satisfy a generalization of the Wick formula for computing the expected value of products in terms of a family of graphical enumeration problems. When applied to the quaternionic Wigner and Wishart families of random matrices the result gives the duality between moments of these families and the corresponding real Wigner and Wishart families. KW - duality_relation AU - Bryc, Wlodzimierz AU - Pierce, Virgil PY - 2008/Jun/23/ UR - http://arxiv.org/abs/0806.3695 ER -