468 research outputs found
General moments of the inverse real Wishart distribution and orthogonal Weingarten functions
Let be a random positive definite symmetric matrix distributed according
to a real Wishart distribution and let be its inverse
matrix. We compute general moments explicitly. To do so, we employ the orthogonal Weingarten
function, which was recently introduced in the study for Haar-distributed
orthogonal matrices. As applications, we give formulas for moments of traces of
a Wishart matrix and its inverse.Comment: 29 pages. The last version differs from the published version, but it
includes Appendi
Singular measures in circle dynamics
Critical circle homeomorphisms have an invariant measure totally singular
with respect to the Lebesgue measure. We prove that singularities of the
invariant measure are of Holder type. The Hausdorff dimension of the invariant
measure is less than 1 but greater than 0
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