arXiv · 1210.3063
Multivariate Fuss-Narayana polynomials and their application to random matrices
Abstract
It has been shown recently that the limit moments of $W(n)=B(n)B^{*}(n)$, where B(n) is a product of $p$ independent rectangular random matrices, are certain homogenous polynomials in the asymptotic dimensions of these matrices. Using the combinatorics of noncrossing partitions, we explicitly determine these polynomials and show that they are closely related to polynomials which can be viewed as multivariate Fuss-Narayana polynomials. Using this result, we compute the moments of the n-fold free multiplicative convolution of Marchenko-Pastur distributions with arbitrary shape parameters.
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Romuald Lenczewski, Rafal Salapata. 2012-10-10. Multivariate Fuss-Narayana polynomials and their application to random matrices. https://arxiv.org/abs/1210.3063
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