Probability density of the determinant of a random Hermitian matrix

Journal of Physics A: Mathematical and General

Volumn 31, Issue 23, 1998, Pages 5377-5391

  Mehta, Madan Lal ^a,b   Normand, Jean Marie ^a  

^a CEA SACLAY   (France)

^b CNRS   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0032510932     PISSN: 03054470     EISSN: None     Source Type: Journal    
DOI: 10.1088/0305-4470/31/23/018     Document Type: Article

References (20)

1. See for example, Mehta M L 1991 Random Matrices (New York: Academic)
2. Wigner E P 1965 Distribution laws for the roots of a random Hermitian matrix Statistical Theories of Spectra: Fluctuations ed C E Porter (New York: Academic) p 459
3. Mahoux G, Mehta M L and Normand J-M 1998 Matrices coupled in a chain: II. Spacing functions J. Phys. A: Math. Gen. 31 4457
4. Luke Y L 1969 The Special Functions and Their Applications vol 1 (New York: Academic) ch 5 Bateman H 1953 Higher Transcendental Functions vol 1 (New York: McGraw-Hill) 5.3-5.6 Gradsteyn I S and Rizhik I M 1965 Tables of Integrals Series and Products (New York: Academic) 9.3
5. Luke Y L 1969 The Special Functions and Their Applications vol 1 (New York: Academic) ch 5 Bateman H 1953 Higher Transcendental Functions vol 1 (New York: McGraw-Hill) 5.3-5.6 Gradsteyn I S and Rizhik I M 1965 Tables of Integrals Series and Products (New York: Academic) 9.3
6. Luke Y L 1969 The Special Functions and Their Applications vol 1 (New York: Academic) ch 5 Bateman H 1953 Higher Transcendental Functions vol 1 (New York: McGraw-Hill) 5.3-5.6 Gradsteyn I S and Rizhik I M 1965 Tables of Integrals Series and Products (New York: Academic) 9.3
7. Bateman H 1953 Higher Transcendental Functions vol 1 (New York: McGraw-Hill) 1.7 Abramowitch M and Stegun I A 1965 Handbook of Mathematical Functions (New York: Dover) 6.3
8. Bateman H 1953 Higher Transcendental Functions vol 1 (New York: McGraw-Hill) 1.7 Abramowitch M and Stegun I A 1965 Handbook of Mathematical Functions (New York: Dover) 6.3
9. Widder D V 1971 Transform Theory (New York: Academic) 5.7 corollary 7.3a p 109
10. Bateman H 1954 Integral Transforms vol 1 (New York: McGraw-Hill) 6.9 (14)
11. Luke Y L 1969 The Special Functions and Their Applications vol 1 (New York: Academic) 6.5 (8) Bateman H 1953 Higher Transcendental Functions vol 1 (New York: McGraw-Hill) 5.6 (4)
12. Luke Y L 1969 The Special Functions and Their Applications vol 1 (New York: Academic) 6.5 (8) Bateman H 1953 Higher Transcendental Functions vol 1 (New York: McGraw-Hill) 5.6 (4)
13. Bateman H 1953 Higher Transcendental Functions vol 2 (New York: McGraw-Hill) 7.2.2 Abramowitch M and Stegun I A 1965 Handbook of Mathematical Functions (New York: Dover) 9.6
14. Bateman H 1953 Higher Transcendental Functions vol 2 (New York: McGraw-Hill) 7.2.2 Abramowitch M and Stegun I A 1965 Handbook of Mathematical Functions (New York: Dover) 9.6
15. Luke Y L 1969 The Special Functions and Their Applications vol 1 (New York: Academic) 5.7 theorem 5 (12)-(15)
16. See for example, Mehta M L 1989 Matrix Theory (Les Ulis: Editions de Physique) ch 7.1
17. See for example, Mehta M L 1991 Random Matrices (New York: Academic) 15.1 (15.1.10) and (15.1.17)
18. Girko V L 1990 Theory of Random Determinants (Mathematics and Its Applications, Soviet Series 45) (Dordrecht: Kluwer Academic)
19. Nyquist H, Rice S O and Riordan J 1954 The distribution of random determinants Q. Appl. Math. 12 97-104
20. See for example, Mehta M L 1991 Random Matrices (New York: Academic) 15.2 (15.2.10) and (15.2.15)