Biltu Dan

On the monotonicity of average singular values of complex Gaussian random matrices

We prove that the normalized $k$-th moment of the Laguerre unitary ensemble, as a function of the dimension, is decreasing for fixed $k\in(0,1)\cup (2,\infty)$ and increasing for fixed $k\in(1,2).$ As a corollary, this implies that the average singular value of complex Gaussian random matrix decreases with dimension. C...