Calculation of a certain determinant (Q5940520)
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scientific article; zbMATH DE number 1631912
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Calculation of a certain determinant |
scientific article; zbMATH DE number 1631912 |
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Calculation of a certain determinant (English)
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9 August 2001
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The probability density of the determinant (PDD) of matrices whose elements are Gaussian random variables are considered and the determinant of the form \(\text{det}[(a+ j-i)\Gamma(b+ j+i)]\) is calculated. The Mellin transform of the PDD of a random quaternion self-dual matrix taken from the Gaussian symplectic ensemble is calculated at first. Then the inverted Mellin transform gives the PDD.
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determinants
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random matrices
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stochastic methods
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probability density
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Mellin transform
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random quaternion self-dual matrix
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Gaussian symplectic ensemble
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