A factorization of determinant related to some random matrices
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.
scientific article; zbMATH DE number 1279446