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Mixed Moments for the Product of Ginibre Matrices

20 July 2020
Nick Halmagyi
Shailesh Lal
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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 NNN, they are given by an enumeration of non-crossing pairings weighted by Fuss-Catalan numbers.

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