On random determinants

Author:
A. Dembo

Journal:
Quart. Appl. Math. **47** (1989), 185-195

MSC:
Primary 62H10; Secondary 60E05, 60F05, 68T05

DOI:
https://doi.org/10.1090/qam/998095

MathSciNet review:
998095

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Abstract: The distribution of the determinant , where is a matrix composed of 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 . These formulas extend the previously known results for .

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Additional Information

DOI:
https://doi.org/10.1090/qam/998095

Article copyright:
© Copyright 1989
American Mathematical Society