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On formulas for moments of the Wishart distributions as weighted generating functions of matchings

Authors :
Yasuhide Numata
Satoshi Kuriki
Department of Mathematical Informatics (University of Tokyo)
The University of Tokyo (UTokyo)
Japan Science and Technology Agency (JST)
The Institute of Statistical Mathematics (Tokyo )
Billey
Sara and Reiner
Victor
Source :
Discrete Mathematics and Theoretical Computer Science, 22nd International Conference on Formal Power Series and Algebraic Combinatorics (FPSAC 2010), 22nd International Conference on Formal Power Series and Algebraic Combinatorics (FPSAC 2010), 2010, San Francisco, United States. pp.953-964
Publication Year :
2010
Publisher :
HAL CCSD, 2010.

Abstract

We consider the real and complex noncentral Wishart distributions. The moments of these distributions are shown to be expressed as weighted generating functions of graphs associated with the Wishart distributions. We give some bijections between sets of graphs related to moments of the real Wishart distribution and the complex noncentral Wishart distribution. By means of the bijections, we see that calculating these moments of a certain class the real Wishart distribution boils down to calculations for the case of complex Wishart distributions.<br />Nous considérons les lois Wishart non-centrale réel et complexe. Les moments sont décrits comme fonctions génératrices de graphes associées avec les lois Wishart. Nous donnons bijections entre ensembles de graphes relatifs aux moments des lois Wishart non-centrale réel et complexe. Au moyen de la bijection, nous voyons que le calcul des moments d'une certaine classe la loi Wishart réel deviennent le calcul de moments de loi Wishart complexes.

Details

Language :
English
ISSN :
14627264 and 13658050
Database :
OpenAIRE
Journal :
Discrete Mathematics and Theoretical Computer Science, 22nd International Conference on Formal Power Series and Algebraic Combinatorics (FPSAC 2010), 22nd International Conference on Formal Power Series and Algebraic Combinatorics (FPSAC 2010), 2010, San Francisco, United States. pp.953-964
Accession number :
edsair.doi.dedup.....643ad70d9f9f254279d4c5402e6595a4