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

P. Graczyk, G. Letac () and H. Massam
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P. Graczyk: Université d’Angers
G. Letac: Université Paul Sabatier
H. Massam: York UNiversity

Journal of Theoretical Probability, 2005, vol. 18, issue 1, 1-42

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.

Keywords: Hyperoctahedral group; Wishart distribution; Gelfand pair; moments. (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (5)

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DOI: 10.1007/s10959-004-0579-9

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