Some Mixed-Moments of Gaussian Elliptic Matrices and Ginibre Matrices

Abstract: We consider the mixed-moments $\varphi(\mathbf{X}^{\epsilon_1},\ldots,\mathbf{X}^{\epsilon_k})=\lim_{N\to\infty}N^{-1}\mathbb{E}\left[\mathrm{Tr}\left(\mathbf{X}^\epsilon_1\cdots\mathbf{X}^{\epsilon_k}\right)\right]$ of complex Gaussian Elliptic Matrices $\mathbf{X}$ (with correlation parameter $\rho$ between elements $\mathbf{X}{ij}$ and $\mathbf{X}{ji}^*$), where symbolically $\epsilon_i\in{1,\dagger}$, and where the expectation $\mathbb{E}\left[\cdot\right]$ is taken over all matrices $\mathbf{X}$. We start by finding an explicit formula for $\varphi(\mathbf{X}^n,(\mathbf{X}^\dagger)^m)$, $n,m\in\mathbb{N}$, by using a mapping between non-crossing pairings on $\ell=n+m$ elements and Temperley-Lieb diagrams between two strands of $n$ and $m$ elements. This formula allows for a numerically efficient way to compute $\varphi(\mathbf{X}^n,(\mathbf{X}^\dagger)^m)$ by reducing the exponential complexity of a naive enumeration of non-crossing pairings to polynomial complexity. We also provide the asymptotic behavior of these mixed-moments as $n,m\to\infty$. We then provide an explicit computation for some more general mixed-moments by considering the position of the matrix $\mathbf{X}$ in the product $\mathbf{X}^{\epsilon_1}\cdots\mathbf{X}^{\epsilon_k}$. We, therefore, deduce closed-form formulas for some mixed-moments of Ginibre matrices.