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Supersymmetry approach to Wishart correlation matrices: Exact results
Wishart correlation matrices
2011/1/18
We calculate the marginal probability density of real and complex Wishart correlation matrices. For deep mathematical reasons,no explicit expression could be obtained for the real case so far.
Supersymmetry approach to Wishart correlation matrices: Exact results
Statistics Theory (math.ST) Mathematical Physics (math-ph)
2010/12/17
We calculate the marginal probability density of real and complex Wishart correlation matrices. For deep mathematical reasons, no explicit expression could be obtained for the real case so far. We cir...