Integration of invariant matrices and moments of inverses of Ginibre and Wishart matrices

DOI10.1016/j.jmva.2013.12.011zbMath1286.60005arXiv1205.0956OpenAlexW1487419371MaRDI QIDQ2438626

Sho Matsumoto, Nadia A. Saad, Benoit Collins

Publication date: 6 March 2014

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

Full work available at URL: https://arxiv.org/abs/1205.0956

zbMATH Keywords

Weingarten calculuscompound Wishart matricesinverse of random matrices

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Probability distributions: general theory (60E05) Representations of finite symmetric groups (20C30) Random matrices (algebraic aspects) (15B52)

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