A factorization of determinant related to some random matrices (Q1284866)
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scientific article; zbMATH DE number 1279446
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A factorization of determinant related to some random matrices |
scientific article; zbMATH DE number 1279446 |
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A factorization of determinant related to some random matrices (English)
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3 October 1999
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The author shows that for probability measures on \(n\times n\)-matrices \(X\) which arise from the determinant measure, the expectation of \(det(\lambda - X)^{-1}\) can be expressed (nonuniquely) as products of \(n\) Stieltjes measures on the reals, giving a specific formula and determining its limiting behavior.
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scattering problems
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random matrix (GUE)
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factorization
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orthogonal polynomials
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semicircle law
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probability measures
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expectation
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