Wishart and anti-Wishart random matrices

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Published 12 March 2003 Published under licence by IOP Publishing Ltd
, , Citation Romuald A Janik and Maciej A Nowak 2003 J. Phys. A: Math. Gen. 36 3629 DOI 10.1088/0305-4470/36/12/343

0305-4470/36/12/3629

Abstract

We provide a compact exact representation for the distribution of the matrix elements of the Wishart-type random matrices Script AScript A, for any finite number of rows and columns of Script 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 for 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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10.1088/0305-4470/36/12/343