# Matrix moments in a real, doubly correlated algebraic generalization of the Wishart model

@article{Guhr2020MatrixMI, title={Matrix moments in a real, doubly correlated algebraic generalization of the Wishart model}, author={Thomas Guhr and Andreas Schell}, journal={Journal of Physics A: Mathematical and Theoretical}, year={2020}, volume={54} }

The Wishart model of random covariance or correlation matrices continues to find ever more applications as the wealth of data on complex systems of all types grows. The heavy tails often encountered prompt generalizations of the Wishart model, involving algebraic distributions instead of a Gaussian. The mathematical properties pose new challenges, particularly for the doubly correlated versions. Here we investigate such a doubly correlated algebraic model for real covariance or correlation…

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