Yasuhide Numata ; Satoshi Kuriki
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On formulas for moments of the Wishart distributions as weighted generating functions of matchings
dmtcs:2836 -
Discrete Mathematics & Theoretical Computer Science,
January 1, 2010,
DMTCS Proceedings vol. AN, 22nd International Conference on Formal Power Series and Algebraic Combinatorics (FPSAC 2010)
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https://doi.org/10.46298/dmtcs.2836
On formulas for moments of the Wishart distributions as weighted generating functions of matchings
Authors: Yasuhide Numata 1,2; Satoshi Kuriki 3,2
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Yasuhide Numata;Satoshi Kuriki
1 Department of Mathematical Informatics
2 Japan Science and Technology Agency
3 The Institute of Statistical Mathematics
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.
Bladt, Mogens; RodrĂguez-Esparza, Luz Judith; Nielsen, Bo Friis, 2012, Bilateral Matrix-Exponential Distributions, Matrix-Analytic Methods In Stochastic Models, pp. 41-56, 10.1007/978-1-4614-4909-6_3.
Matsumoto, Sho, 2011, General Moments Of The Inverse Real Wishart Distribution And Orthogonal Weingarten Functions, Journal Of Theoretical Probability, 25, 3, pp. 798-822, 10.1007/s10959-011-0340-0.