Calculation of a certain determinant (Q5940520)

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scientific article; zbMATH DE number 1631912
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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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