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Probability density of determinants of random matrices

Abstract : In this brief paper the probability density of a random real, complex and quaternion determinant is rederived using the singular values. The behaviour of suitably rescaled random determinants is studied in the limit of infinite order of the matrices.
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Giovanni Cicuta, Madan Mehta. Probability density of determinants of random matrices. Journal of Physics A: Mathematical and General (1975 - 2006), IOP Publishing, 2000, ⟨10.1088/0305-4470/33/45/302⟩. ⟨cea-02904781⟩

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