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)

Related Items (11)

Finiteness of inverse moments of (m,n,β)-Laguerre matrices ⋮ Exact first moments of the RV coefficient by invariant orthogonal integration ⋮ Moments of a single entry of circular orthogonal ensembles and Weingarten calculus ⋮ Integration of invariant matrices and moments of inverses of Ginibre and Wishart matrices ⋮ Optimal Portfolios for Financial Markets with Wishart Volatility ⋮ Combinatorial theory of the semiclassical evaluation of transport moments. I. Equivalence with the random matrix approach ⋮ On the dimension effect of regularized linear discriminant analysis ⋮ Efficient semiclassical approach for time delays ⋮ Moments of random matrices and hypergeometric orthogonal polynomials ⋮ Large-N expansion for the time-delay matrix of ballistic chaotic cavities ⋮ The middle-scale asymptotics of Wishart matrices

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