Probability density of determinants of random matrices
نویسندگان
چکیده
منابع مشابه
Probability Density of Determinants of Random Matrices
In this brief note 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.
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ژورنال
عنوان ژورنال: Journal of Physics A: Mathematical and General
سال: 2000
ISSN: 0305-4470,1361-6447
DOI: 10.1088/0305-4470/33/45/302