Probability density of determinants of random matrices

DOI10.1088/0305-4470/33/45/302MaRDI QIDQ2703431zbMATH OpenOpenAlexFDO

Authors Giovanni M. Cicuta, M. L. Mehta

Publication date 5 March 2001

Published in Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/cond-mat/0011136

zbMATH Keywords

singular valuesrandom matricesprobability densityrandom determinantsquaternion determinants

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Random matrices (algebraic aspects) (15B52) Determinants, permanents, traces, other special matrix functions (15A15) Matrices over special rings (quaternions, finite fields, etc.) (15B33)

Abstract: In this brief paper the probability density of a random real, complex and quaternion determinant is rederived using singular values. The behaviour of suitably rescaled random determinants is studied in the limit of infinite order of the matrices.

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