2 7 J an 2 00 2 Wishart and Anti-Wishart random matrices

  title={2 7 J an 2 00 2 Wishart and Anti-Wishart random matrices},
  author={Romuald A. Janik and Maciej A. Nowak},
We provide a compact exact representation for the distribution of the matrix elements of the Wishart-type random matrices AA, 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, non-random information, which is a new result. This representation is of interest for a procedure of reconstructing the redundant information hidden in Wishart matrices, with potential applications to… CONTINUE READING
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