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Showing 2008 · math.PRShow all
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math.PR2008★ 1 cited
Compound real Wishart and q-Wishart matrices
Wlodek Bryc
We introduce a family of matrices with non-commutative entries that generalize the classical real Wishart matrices. With the help of the Brauer product, we derive a non-asymptotic…
math.PR2008★ 1 cited
Duality of real and quaternionic random matrices
Wlodzimierz Bryc, Virgil U. Pierce
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 enum…