On random determinants
- 1 June 1989
- journal article
- Published by American Mathematical Society (AMS) in Quarterly of Applied Mathematics
- Vol. 47 (2) , 185-195
- https://doi.org/10.1090/qam/998095
Abstract
The distribution of the determinant ( U T U ) \left ( {{U^T}U} \right ) , where U U is a P × N P \times N matrix ( P ≤ N ) \left ( {P \le N} \right ) composed of P × N P \times N i. i. d. random variables with symmetrical distribution is investigated. In particular, explicit formulas for the first two moments are obtained, as well as the higher moments for standard normal distribution of the elements of U U . These formulas extend the previously known results for P = N P = N .Keywords
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