Calculation of a certain determinant

DOI10.1007/S002200000260MaRDI QIDQ5940520zbMATH OpenOpenAlexFDO

Authors M. L. Mehta, Rong Wang

Publication date 9 August 2001

Published in Communications in Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://hal-cea.archives-ouvertes.fr/cea-02904796/file/MehWa.pdf

zbMATH Keywords

determinantsGaussian symplectic ensembleMellin transformprobability densityrandom matricesrandom quaternion self-dual matrixstochastic methods

Mathematics Subject Classification ID

Determinants, permanents, traces, other special matrix functions (15A15) Random matrices (algebraic aspects) (15B52) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31)

Review text

The probability density of the determinant (PDD) of matrices whose elements are Gaussian random variables are considered and the determinant of the form \(\text{det}[(a+ j-i)\Gamma(b+ j+i)]\) is calculated. The Mellin transform of the PDD of a random quaternion self-dual matrix taken from the Gaussian symplectic ensemble is calculated at first. Then the inverted Mellin transform gives the PDD.

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