General moments of the inverse real Wishart distribution and orthogonal Weingarten functions

DOI10.1007/s10959-011-0340-0zbMath1256.15019arXiv1004.4717OpenAlexW3102371734MaRDI QIDQ715750

Sho Matsumoto

Publication date: 1 November 2012

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1004.4717

zbMATH Keywords

momentsGelfand pairsorthogonal groupsWishart distributionpositive definite symmetric matriceszonal polynomialinverse Wishart matricesorthogonal Weingarten functions

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Probability distributions: general theory (60E05) Theory of matrix inversion and generalized inverses (15A09) Random matrices (algebraic aspects) (15B52)

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