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5 votes
1 answer
2k views

Distribution of eigenvalues of a Wishart matrix

Is there a known expression for the eigenvalue distribution of a matrix of the form $$\sum_{i=1}^n k_ia_ia_i^T$$ where $a_i \in \mathcal{R}^m$, with $n > m$, $a_i \sim \mathcal{N}(0,\Sigma)$ and $...
2 votes
0 answers
336 views

For the following class of matrices, are the determinants invariant under permutations?

I want to ask a question regarding the invariance of determinants under permutation. The following matrix is the one I want to discuss here. (It's just a symmetric block tridiagonal matrix with non-...
4 votes
2 answers
239 views

Distribution of $0$-$1$ matrices

Consider $n\times n$ matrices with entries in $\{0,1\}$. The determinants of these ranges from $0$ to the Hadamard bound $\frac{(n+1)^{\frac{n+1}2}}{2^n}$. Assume $n$ is large enough. What does the ...
1 vote
2 answers
191 views

On non-singularity of integer matrices with bounded entries

Given $B>0$ and $n\in\Bbb N$ what is the probability that a given $n\times n$ integer matrix with all entries bound by absolute value $<B$ is non-singular? I am looking for precise scaling.
16 votes
4 answers
1k views

Maximum of the Vandermonde determinant / minimum of the logarithmic energy

The problem is to find the asymptotics (as $n\to\infty$) of the maximum (say $M_n$) of the Vandermonde determinant $$V_n:=\prod_{0\le i<j\le n-1}(a_j-a_i) $$ over all $a_0,\dots,a_{n-1}$ such ...
2 votes
2 answers
383 views

Estimating a Selberg-type integral (or a Fredholm determinant)

I am concerned with the asymptotical behavior of integrals like this for large $n$ $$\frac{1}{n!}\intop_{\Omega}\prod_{1\leq i<j\leq n}(x_{j}-x_{i})^{2}\,\prod_{j=1}^{n}e^{-x_{j}^{2}}dx_{j},$$ ...