Integration of invariant matrices and moments of inverses of Ginibre and Wishart matrices
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Publication:2438626
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
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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