Compound real Wishart and q-Wishart matrices

We introduce a family of matrices with non-commutative entries that generalize the classical real Wishart matrices. With the help of the Brauer product, we derive a non-asymptotic expression for the moments of traces of monomials in such matrices; the expression is quite similar to the formula derived in our previous work for independent complex Wishart matrices. We then analyze the fluctuations about the Marchenko-Pastur law. We show that after centering by the mean, traces of real symmetric polynomials in q-Wishart matrices converge in distribution, and we identify the asymptotic law as the normal law when q=1, and as the semicircle law when q=0

Classical versions of q-Gaussian processes: conditional moments and Bell's inequality

We show that classical processes corresponding to operators what satisfy a q-commutative relation have linear regressions and quadratic conditional variances. From this we deduce that Bell's inequality for their covariances can be extended from q=-1 to the entire range -1<q<1.Comment: LaTeX, 12 pages. Minor corrections (marked at the begining of the file) after print versio

Conditional moments of q-Meixner processes

We show that stochastic processes with linear conditional expectations and quadratic conditional variances are Markov, and their transition probabilities are related to a three-parameter family of orthogonal polynomials which generalize the Meixner polynomials. Special cases of these processes are known to arise from the non-commutative generalizations of the Levy processes.Comment: LaTeX, 24 pages. Corrections to published version affect formulas in Theorem 4.

Dual representations of Laplace transforms of Brownian excursion and generalized meanders

The Laplace transform of the $d$-dimensional distribution of Brownian excursion is expressed as the Laplace transform of the $(d+1)$-dimensional distribution of an auxiliary Markov process, started from a $\sigma$-finite measure and with the roles of arguments and times interchanged. A similar identity holds for the Laplace transform of a generalized meander, which is expressed as the Laplace transform of the same auxiliary Markov process, with a different initial law.Comment: minor revisio

Separation of the largest eigenvalues in eigenanalysis of genotype data from discrete subpopulations

We present a mathematical model, and the corresponding mathematical analysis, that justifies and quantifies the use of principal component analysis of biallelic genetic marker data for a set of individuals to detect the number of subpopulations represented in the data. We indicate that the power of the technique relies more on the number of individuals genotyped than on the number of markers.Comment: Corrected typos in Section 3.1 (M=120, N=2500) and proof of Lemma