PROBABILITY DENSITY OF THE DETERMINANT OF A RANDOM HERMITIAN MATRIX

Citation
Ml. Mehta et Jm. Normand, PROBABILITY DENSITY OF THE DETERMINANT OF A RANDOM HERMITIAN MATRIX, Journal of physics. A, mathematical and general, 31(23), 1998, pp. 5377-5391
Citations number
14
Categorie Soggetti
Physics,"Physycs, Mathematical
ISSN journal
03054470
Volume
31
Issue
23
Year of publication
1998
Pages
5377 - 5391
Database
ISI
SICI code
0305-4470(1998)31:23<5377:PDOTDO>2.0.ZU;2-L
Abstract
The probability density function for the determinant of a n x n random Hermitian matrix taken from the Gaussian unitary ensemble is calculat ed. It is found to be a Meijer G-function or a linear combination of t wo Meijer G-functions, depending on the parity of n. The integer momen ts of this probability density are also given.