Wishart and Anti-Wishart random matrices
Abstract
We provide a compact exact representation for the distribution of the matrix elements of the Wishart-type random matrices A 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, 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 numerous models based on biological, social and artificial intelligence networks.
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