Moments of inverses of (m,n,\beta)-Laguerre matrices

Abstract: Wishart matrices are one of the fundamental matrix models in multivariate statistics. We consider the classical

-Laguerre ensemble and give a necessary and sufficient condition for finite moments for the inverse of

-Laguerre matrices to exist. We extend the result to inverse compound Wishart matrices for the values of

and

2

. Our result complements the result by Letac and Massam [6], Matsumoto [7] and Collins et al. [1].

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