468 research outputs found

    General moments of the inverse real Wishart distribution and orthogonal Weingarten functions

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    Let WW be a random positive definite symmetric matrix distributed according to a real Wishart distribution and let W−1=(Wij)i,jW^{-1}=(W^{ij})_{i,j} be its inverse matrix. We compute general moments E[Wk1k2Wk3k4...Wk2n−1k2n]\mathbb{E} [W^{k_1 k_2} W^{k_3 k_4} ... W^{k_{2n-1}k_{2n}}] 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

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    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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