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Mixed Moments for the Product of Ginibre Matrices
Published 20 Jul 2020 in math-ph, cond-mat.stat-mech, hep-th, math.MP, and stat.ML | (2007.10181v1)
Abstract: 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.
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