Compound Real Wishart and q-Wishart Matrices
Compound Real Wishart and q-Wishart Matrices
We introduce a family of matrices with non-commutative entries that generalize the classical real Wishart matrices. With the help of the Brauer product, we derive a non-asymptotic expression for the moments of traces of monomials in such matrices; the expression is quite similar to the formula derived in our previous …