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arXiv · math-ph/0112017

Wishart and Anti-Wishart random matrices

Romuald A. Janik·Maciej A. Nowak
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Abstract

We provide a compact exact representation for the distribution of the matrix elements of the Wishart-type random matrices $A^\dagger A$, for any finite number of rows and columns of $A$, without any large N approximations. In particular we treat the case when the Wishart-type random matrix contains redundant, non-random information, which is a new result. This representation is of interest for a procedure of reconstructing the redundant information hidden in Wishart matrices, with potential applications to numerous models based on biological, social and artificial intelligence networks.

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BibTeXRIS

Romuald A. Janik, Maciej A. Nowak. 2002-10-16. Wishart and Anti-Wishart random matrices. https://doi.org/10.1088/0305-4470%2F36%2F12%2F343

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