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Volumn 20, Issue 3, 2007, Pages 505-533

Cumulants for random matrices as convolutions on the symmetric group, II

Author keywords

Cumulants; Free probability; Matrix moments; Random matrices

Indexed keywords


EID: 34547158053     PISSN: 08949840     EISSN: 15729230     Source Type: Journal    
DOI: 10.1007/s10959-007-0077-y     Document Type: Article
Times cited : (12)

References (12)
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  • 3
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    • Asymptotic freeness by generalized moments for Gaussian and Wishart matrices. Application to Beta random matrices
    • Capitaine, M., Casalis, M.: Asymptotic freeness by generalized moments for Gaussian and Wishart matrices. Application to Beta random matrices. Indiana Univ. Math. J. 53(2), 397-431 (2004)
    • (2004) Indiana Univ. Math. J , vol.53 , Issue.2 , pp. 397-431
    • Capitaine, M.1    Casalis, M.2
  • 4
    • 33745457926 scopus 로고    scopus 로고
    • Cumulants for random matrices as convolutions on the symmetric group
    • Capitaine, M., Casalis, M.: Cumulants for random matrices as convolutions on the symmetric group. Probab. Theory Relat. Fields 136(1), 19-36 (2006)
    • (2006) Probab. Theory Relat. Fields , vol.136 , Issue.1 , pp. 19-36
    • Capitaine, M.1    Casalis, M.2
  • 5
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    • Integration with respect to the Haar measure on unitary, orthogonal and symplectic group
    • Collins, B., Sniady, P.: Integration with respect to the Haar measure on unitary, orthogonal and symplectic group. Commun. Math. Phys. 264, 773-795 (2006)
    • (2006) Commun. Math. Phys , vol.264 , pp. 773-795
    • Collins, B.1    Sniady, P.2
  • 6
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    • The hyperoctahedral group, symmetric group representations and the moments of the real Wishart distribution
    • Graczyk, P., Letac, G., Massam, H.: The hyperoctahedral group, symmetric group representations and the moments of the real Wishart distribution. J. Theor. Probab. 18, 1-42 (2005)
    • (2005) J. Theor. Probab , vol.18 , pp. 1-42
    • Graczyk, P.1    Letac, G.2    Massam, H.3
  • 8
    • 0013205057 scopus 로고
    • Problèmes classiques de probabilité sur un couple de Gelfand
    • Analytical Methods in Probability Theory, Proceedings Oberwolfach
    • Letac, G.: Problèmes classiques de probabilité sur un couple de Gelfand. In: Analytical Methods in Probability Theory, Proceedings Oberwolfach. Lecture Notes, vol. 861, pp. 93-116 (1980)
    • (1980) Lecture Notes , vol.861 , pp. 93-116
    • Letac, G.1
  • 9
    • 0001009889 scopus 로고    scopus 로고
    • On the multiplication of free N-uples of noncommutative random variables
    • Nica, A., Speicher, R.: On the multiplication of free N-uples of noncommutative random variables. Am. J. Math. 118, 799-837 (1996)
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  • 10
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    • A characterization of the Wishart distribution
    • Olkin, I., Rubin, H.: A characterization of the Wishart distribution. Ann. Math. Stat. 33, 1272-1280 (1962)
    • (1962) Ann. Math. Stat , vol.33 , pp. 1272-1280
    • Olkin, I.1    Rubin, H.2
  • 11
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    • Multivariate Beta distributions and independence properties of the Wishart distribution
    • Olkin, I., Rubin, H.: Multivariate Beta distributions and independence properties of the Wishart distribution. Ann. Math. Stat. 35, 261-269 (1964)
    • (1964) Ann. Math. Stat , vol.35 , pp. 261-269
    • Olkin, I.1    Rubin, H.2
  • 12
    • 0038902037 scopus 로고
    • Multiplicative functions on the lattice of non-crossing partitions and free convolution
    • Speicher, R.: Multiplicative functions on the lattice of non-crossing partitions and free convolution. Math. Ann. 298, 611-628 (1994)
    • (1994) Math. Ann , vol.298 , pp. 611-628
    • Speicher, R.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.