Finiteness of inverse moments of (m,n,β)-Laguerre matrices

DOI10.1142/S0219025718500224MaRDI QIDQ4554062zbMATH OpenOpenAlexFDO

Authors Sushma Kumari

Publication date 7 November 2018

Published in Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0219025718500224

zbMATH Keywords

\((m, n, \beta)\)-Laguerre matricescompound Wishart matricesfinite momentsinverse moments

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)

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Cites work

• All Invariant Moments of the Wishart Distribution
• Combinatorial theory of the free product with amalgamation and operator-valued free probability theory
• General moments of the inverse real Wishart distribution and orthogonal Weingarten functions
• Integration of invariant matrices and moments of inverses of Ginibre and Wishart matrices
• Introduction to probability models
• Matrix models for beta ensembles
• Moments of the eigenvalue densities and of the secular coefficients of \(\beta\)-ensembles
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)
• The complex Wishart distribution and the symmetric group

Cited in

(2)

• Moments of random matrices and hypergeometric orthogonal polynomials
• Universal consistency of the \(k\)-NN rule in metric spaces and Nagata dimension

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