On a symbolic representation of non-central Wishart random matrices with applications

DOI10.1016/j.jmva.2013.12.001zbMath1359.60014arXiv1312.4395OpenAlexW1973371758MaRDI QIDQ2637606

Elvira di Nardo

Publication date: 13 February 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1312.4395

zbMATH Keywords

umbral calculusrandom matrixpermanentfree probabilitycumulantmoment methodnecklacecyclic polynomialcomplete homogeneous polynomialSheffer polynomial sequencespectral polykay

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Random matrices (probabilistic aspects) (60B20) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (4)

Polynomial traces and elementary symmetric functions in the latent roots of a non-central Wishart matrix ⋮ On photon statistics parametrized by a non-central Wishart random matrix ⋮ On , where ⋮ Necklaces and bracelets in R

Uses Software

• Maple

Cites Work

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• The Non-Central Wishart Distribution and Certain Problems of Multivariate Statistics
• Random Matrix Theory and Wireless Communications
• MacMahon's master theorem, representation theory, and moments of Wishart distributions

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