Probability density of determinants of random matrices - CEA - Commissariat à l’énergie atomique et aux énergies alternatives Access content directly
Journal Articles Journal of Physics A: Mathematical and General (1975 - 2006) Year : 2000

Probability density of determinants of random matrices

Abstract

In this brief paper the probability density of a random real, complex and quaternion determinant is rederived using the singular values. The behaviour of suitably rescaled random determinants is studied in the limit of infinite order of the matrices.
Fichier principal
Vignette du fichier
GioMeh.pdf (107.69 Ko) Télécharger le fichier
Origin Files produced by the author(s)
Loading...

Dates and versions

cea-02904781 , version 1 (22-07-2020)

Identifiers

Cite

Giovanni M. Cicuta, Madan Lal Mehta. Probability density of determinants of random matrices. Journal of Physics A: Mathematical and General (1975 - 2006), 2000, ⟨10.1088/0305-4470/33/45/302⟩. ⟨cea-02904781⟩
51 View
1136 Download

Altmetric

Share

Gmail Mastodon Facebook X LinkedIn More