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Probability density of determinants of random matrices - MaRDI portal

Probability density of determinants of random matrices

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Publication:2703431

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DOI10.1088/0305-4470/33/45/302zbMath1008.15014arXivcond-mat/0011136OpenAlexW1998033351MaRDI QIDQ2703431

Madan Lal Mehta, G. M. Cicuta

Publication date: 5 March 2001

Published in: Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/0011136

zbMATH Keywords

probability density random matrices singular values quaternion determinants random determinants

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Determinants, permanents, traces, other special matrix functions (15A15) Matrices over special rings (quaternions, finite fields, etc.) (15B33) Random matrices (algebraic aspects) (15B52)

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Large deviations of spread measures for Gaussian matrices

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