Mixed Moments for the Product of Ginibre Matrices

Halmagyi, Nick, Lal, Shailesh

arXiv.org Machine Learning 

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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