Abstract

Moments for the normal, Wishart and beta-type distributions are presented. A number of relations involving the trace function are also considered due to their connection to spectral moments of random matrices. For a couple of specific relations, the technique of obtaining the results is described in detail. The majority of the results are presented for real-valued matrices, but complex-valued matrices are occasionally also treated.

Published in

Title: Multivariate, Multilinear and Mixed Linear Models
ISBN: 978-3-030-75493-8, eISBN: 978-3-030-75494-5
Publisher: SPRINGER-VERLAG NEW YORK, MS INGRID CUNNINGHAM, 175 FIFTH AVE, NEW YORK, NY 10010 USA

SLU Authors

• von Rosen, Dietrich

  • Department of Energy and Technology, Swedish University of Agricultural Sciences
    
  • Linköping University

UKÄ Subject classification

Probability Theory and Statistics


Publication identifier

DOI: https://doi.org/10.1007/978-3-030-75494-5_3

Permanent link to this page (URI)

https://res.slu.se/id/publ/120181