Probability density of determinants of random matrices

Details Probability density of determinants of random matrices Probability density of determinants of random matrices

2000-11-08

arxiv.org/abs/cond-mat/0011136v1

J.Phys.A 33 (2000) 8029-8035

Physics

Condensed Matter

Statistical Mechanics

Scientific paper

10.1088/0305-4470/33/45/302

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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