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Mixed Moments for the Product of Ginibre Matrices

07/20/2020

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by Nick Halmagyi, et al.

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We study the ensemble of a product of n complex Gaussian i.i.d. matrices. We find this ensemble is Gaussian with a variance matrix which is averaged over a multi-Wishart ensemble. We compute the mixed moments and find that at large N, they are given by an enumeration of non-crossing pairings weighted by Fuss-Catalan numbers.

Nick Halmagyi
1 publication
Shailesh Lal
5 publications

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