Geometric interpretation of the cumulants for random matrices previously defined as convolutions on the symmetric group

被引:0
作者
Capitaine, M. [1 ]
Casalis, M. [1 ]
机构
[1] Univ Toulouse 3, LSP, CNRS, F-31062 Toulouse, France
来源
SEMINAIRE DE PROBABILITES XLI | 2008年 / 1934卷
关键词
cumulants; random matrices; free probability; invariant vectors under the action of the unitary; orthogonal or symplectic group;
D O I
暂无
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
We show that, dealing with an appropriate basis, the cumulants for N x N random matrices (A(1),...., A(n)), previously defined in [2] and [3], are the coordinates of E {Pi(A(1) circle times center dot center dot center dot circle times A(n))}, where Pi denotes the orthogonal projection of A(1)circle times center dot center dot center dot circle times A(n) on the space of invariant vectors of M(N)(circle times n) under the natural action of the unitary, respectively orthogonal, group. In this way we make the connection between [5] and [2], [3]. We also give a new proof in that context of the properties satisfied by these matricial cumulants.
引用
收藏
页码:93 / 119
页数:27
相关论文
共 4 条
  • [1] Cumulants for random matrices as convolutions on the symmetric group
    Capitaine, M
    Casalis, M
    PROBABILITY THEORY AND RELATED FIELDS, 2006, 136 (01) : 19 - 36
  • [2] Cumulants for random matrices as convolutions on the symmetric group
    M. Capitaine
    M. Casalis
    Probability Theory and Related Fields, 2006, 136 : 19 - 36
  • [3] Cumulants for Random Matrices as Convolutions on the Symmetric Group, II
    M. Capitaine
    M. Casalis
    Journal of Theoretical Probability, 2007, 20 : 505 - 533
  • [4] Cumulants for random matrices as convolutions on the symmetric group, II
    Capitaine, M.
    Casalis, M.
    JOURNAL OF THEORETICAL PROBABILITY, 2007, 20 (03) : 505 - 533