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Probability density of determinants of random matrices

Giovanni M. Cicuta·Madan L. Mehta
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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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Giovanni M. Cicuta, Madan L. Mehta. 2000-11-08. Probability density of determinants of random matrices. https://doi.org/10.1088/0305-4470%2F33%2F45%2F302

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