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arxiv: 1412.2885 · v2 · pith:XJ4SRIFQnew · submitted 2014-12-09 · 🧮 math.PR

On the distribution of the determinant of the Gaussian unitary ensemble matrix

classification 🧮 math.PR
keywords determinantensemblegaussianmatrixunitarydistributeddistributiondots
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The determinant of the Gaussian unitary ensemble matrix is show to be distributed as a product of independent chi random variables with parameters $1,3,3,5,5,\dots.$

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