Probability density of determinants of random matrices
Statistical Mechanics
2009-10-31 v1 Probability
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.
Cite
@article{arxiv.cond-mat/0011136,
title = {Probability density of determinants of random matrices},
author = {Giovanni M. Cicuta and Madan L. Mehta},
journal= {arXiv preprint arXiv:cond-mat/0011136},
year = {2009}
}