Wishart and anti-Wishart random matrices

被引:35
作者
Janik, RA
Nowak, MA
机构
[1] Niels Bohr Inst, DK-2100 Copenhagen, Denmark
[2] Jagiellonian Univ, M Smoluchowski Inst Phys, PL-30059 Krakow, Poland
来源
JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL | 2003年 / 36卷 / 12期
关键词
D O I
10.1088/0305-4470/36/12/343
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
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, nonrandom 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.
引用
收藏
页码:3629 / 3637
页数:9
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