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9 votes
2 answers
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Is there a determinantal point process proof of the Keating-Snaith formula for the cumulants of the log characteristic polynomial of a random matrix?

For $U$ a unitary $N \times N$ matrix, randomly distributed according to Haar measure, we have the complex-valued random variable $\log (\det (1-U))$. The real part and imaginary parts of $\log (\det (...
Will Sawin's user avatar
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5 votes
1 answer
312 views

Expected inverse determinant with independent rows

Let $a_1,a_2,\dots,a_n$ be independent identically distributed random vectors in $\mathbb R^n$. I need a bound for $E[|\det A|^{-1}]$, where $A$ is the matrix composed out of these vectors. More ...
zhoraster's user avatar
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