GENERATING FUNCTIONS AND SHORT RECURSIONS, WITH APPLICATIONS TO THE MOMENTS OF QUADRATIC FORMS IN NONCENTRAL NORMAL VECTORS

Recursive relations for objects of statistical interest have long been important for computation, and they remain so even with hugely improved computing power. Such recursions are frequently derived by exploiting relations between generating functions. For example, the top-order zonal polynomials that occur in much distribution theory under normality can be recursively related to other (easily computed) symmetric functions (power-sum and elementary symmetric functions; Ruben, 1962, Annals of Mathematical Statistics 33, 542–570; Hillier, Kan, and Wang, 2009, Econometric Theory 25, 211–242). Typically, in a recursion of this type the kth object of interest, dk, say, is expressed in terms of all lower order dj’s. In Hillier et al. (2009) we pointed out that, in the case of top-order zonal polynomials and other invariant polynomials of multiple matrix argument, a fixed length recursion can be deduced. We refer to this as a short recursion. The present paper shows that the main results in Hillier et al. (2009) can be generalized and that short recursions can be obtained for a much larger class of objects/generating functions. As applications, we show that short recursions can be obtained for various problems involving quadratic forms in noncentral normal vectors, including moments, product moments, and expectations of ratios of powers of quadratic forms. For this class of problems, we also show that the length of the recursion can be further reduced by an application of a generalization of Horner’s method (cf. Brown, 1986, SIAM Journal on Scientific and Statistical Computing 7, 689–695), producing a super-short recursion that is significantly more efficient than even the short recursion.

The Exact Distribution of the Condition Number of Complex Random Matrices

LetGm×n (m≥n)be a complex random matrix andW=Gm×nHGm×nwhich is the complex Wishart matrix. Letλ1>λ2>…>λn>0andσ1>σ2>…>σn>0denote the eigenvalues of theWand singular values ofGm×n, respectively. The 2-norm condition number ofGm×nisκ2Gm×n=λ1/λn=σ1/σn. In this paper, the exact distribution of the condition number of the complex Wishart matrices is derived. The distribution is expressed in terms of complex zonal polynomials.

Explicit generating series for connection coefficients

International audience This paper is devoted to the explicit computation of generating series for the connection coefficients of two commutative subalgebras of the group algebra of the symmetric group, the class algebra and the double coset algebra. As shown by Hanlon, Stanley and Stembridge (1992), these series gives the spectral distribution of some random matrices that are of interest to statisticians. Morales and Vassilieva (2009, 2011) found explicit formulas for these generating series in terms of monomial symmetric functions by introducing a bijection between partitioned hypermaps on (locally) orientable surfaces and some decorated forests and trees. Thanks to purely algebraic means, we recover the formula for the class algebra and provide a new simpler formula for the double coset algebra. As a salient ingredient, we compute an explicit formulation for zonal polynomials indexed by partitions of type $[a,b,1^{n-a-b}]$. Cet article est dédié au calcul explicite des séries génératrices des constantes de structure de deux sous-algèbres commutatives de l'algèbre de groupe du groupe symétrique, l'algèbre de classes et l'algèbre de double classe latérale. Tel que montrè par Hanlon, Stanley and Stembridge (1992), ces séries déterminent la distribution spectrale de certaines matrices aléatoires importantes en statistique. Morales et Vassilieva (2009, 2011) ont trouvè des formules explicites pour ces séries génératrices en termes des monômes symétriques en introduisant une bijection entre les hypercartes partitionnées sur des surfaces (localement) orientables et certains arbres et forêts décorées. Grâce à des moyens purement algébriques, nous retrouvons la formule pour l'algèbre de classe et déterminons une nouvelle formule plus simple pour l'algèbre de double classe latérale. En tant que point saillant de notre démonstration nous calculons une formulation explicite pour les polynômes zonaux indexés par des partitions de type $[a,b,1^{n-a-b}]$.

Dual combinatorics of zonal polynomials

International audience In this paper we establish a new combinatorial formula for zonal polynomials in terms of power-sums. The proof relies on the sign-reversing involution principle. We deduce from it formulas for zonal characters, which are defined as suitably normalized coefficients in the expansion of zonal polynomials in terms of power-sum symmetric functions. These formulas are analogs of recent developments on irreducible character values of symmetric groups. The existence of such formulas could have been predicted from the work of M. Lassalle who formulated two positivity conjectures for Jack characters, which we prove in the special case of zonal polynomials. Dans cet article, nous établissons une nouvelle formule combinatoire pour les polynômes zonaux en fonction des fonctions puissance. La preuve utilise le principe de l'involution changeant les signes. Nous en déduisons des formules pour les caractères zonaux, qui sont définis comme les coefficients des polynômes zonaux écrits sur la base des fonctions puissance, normalisés de manière appropriée. Ces formules sont des analogues de développements récents sur les caractères du groupe symétrique. L'existence de telles formules aurait pu être prédite à partir des travaux de M. Lassalle, qui a proposé deux conjectures de positivité sur les caractères de Jack, que nous prouvons dans le cas particulier des polynômes zonaux.