Quarterly of Applied Mathematics

Quarterly of Applied Mathematics

Online ISSN 1552-4485; Print ISSN 0033-569X



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 | References | Similar Articles | Additional Information

Abstract: The distribution of the determinant $ \left( {{U^T}U} \right)$, where $ U$ is a $ P \times N$ matrix $ \left( {P \le N} \right)$ composed of $ 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$. These formulas extend the previously known results for $ P = N$.

References [Enhancements On Off] (What's this?)

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DOI: https://doi.org/10.1090/qam/998095
Article copyright: © Copyright 1989 American Mathematical Society

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