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The Hyperoctahedral Group, Symmetric Group Representations and the Moments of the Real Wishart Distribution

Author

Listed:
  • P. Graczyk

    (Université d’Angers)

  • G. Letac

    (Université Paul Sabatier)

  • H. Massam

    (York UNiversity)

Abstract

In this paper, we compute all the moments of the real Wishart distribution. To do so, we use the Gelfand pair (S2k,H), where H is the hyperoctahedral group, the representation theory of H and some techniques based on graphs.

Suggested Citation

  • P. Graczyk & G. Letac & H. Massam, 2005. "The Hyperoctahedral Group, Symmetric Group Representations and the Moments of the Real Wishart Distribution," Journal of Theoretical Probability, Springer, vol. 18(1), pages 1-42, January.
    • Handle: RePEc:spr:jotpro:v:18:y:2005:i:1:d:10.1007_s10959-004-0579-9
    DOI: 10.1007/s10959-004-0579-9
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    Cited by:

    1. Sho Matsumoto, 2012. "General Moments of the Inverse Real Wishart Distribution and Orthogonal Weingarten Functions," Journal of Theoretical Probability, Springer, vol. 25(3), pages 798-822, September.
    2. M. Capitaine & M. Casalis, 2007. "Cumulants for Random Matrices as Convolutions on the Symmetric Group, II," Journal of Theoretical Probability, Springer, vol. 20(3), pages 505-533, September.
    3. C. Emily I. Redelmeier, 2011. "Genus Expansion for Real Wishart Matrices," Journal of Theoretical Probability, Springer, vol. 24(4), pages 1044-1062, December.

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