A Note on Functional Averages over Gaussian Ensembles
We find a new formula for matrix averages over the Gaussian ensemble. Let H be an n×n Gaussian random matrix with complex, independent, and identically distributed entries of zero mean and unit variance. Given an n×n positive definite matrix A and a continuous function f:ℝ+→ℝ such that ∫0∞e-αt|f(t)...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Wiley
2013-01-01
|
| Series: | Journal of Probability and Statistics |
| Online Access: | http://dx.doi.org/10.1155/2013/941058 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|