

















Let $X_N$ be a $N \times N$ real Wishart random matrix with aspect ratio $M/N$. The limit eigenvalue distribution of $X_N$ is the Marchenko-Pastur law with parameter $c = \lim_N M/N$. The limit moments $\{m_n\}_n$ are given by $m_n = \sum_π c^{\#(π)}$ where the sum runs over $NC(n)$. Let $m_n'$ be the limit of $N( \mathrm{E}(\mathrm {tr}(X_N^n)) - m_n)$. These are the asymptotic infinitesimal moments of a real Wishart matrix. We show that $m'_n$ can be written as a sum over planar diagrams with two terms, $\sum_π c'(\#(π) -1) c^{\#(π)-1}$, and $\sum_{π\in S_{NC}^δ(n,-n)} c^{\#(π)/2}$, where $S_{NC}^δ(n,-n)$ is a set of non-crossing annular permutations satisfying a symmetry condition. Moreover we present a recursion formula for the second term which is related to one for higher order freeness.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。