Probability density of the determinant of a random Hermitian matrix

Madan Lal Mehta, Jean‐Marie Normand

Journal of Physics A Mathematical and General · 1998 · 39 citations · 2 references

Concepts

Abstract

The probability density function for the determinant of a random Hermitian matrix taken from the Gaussian unitary ensemble is calculated. It is found to be a Meijer G-function or a linear combination of two Meijer G-functions, depending on the parity of n. The integer moments of this probability density are also given.

References

2