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loup blanc
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The matrix $X^2+Y^2$

Let $X,Y\in M_n(\mathbb{R})$ be $2$ random matrices.The entries of $X,Y$ are i.i.d. variables. They follow the standard normal law $N(0,1)$.

i) When $n=2,3,4$, one can show that the expectation of $\det(X^2+Y^2)$ is $(n+1)!$.

Computational tests seem to confirm these results for $n\geq5$.

Is the following true ?

$\textbf{Conjecture 1.}$ For every $n\geq 5$, $E(det(X^2+Y^2))=(n+1)!$.

ii) If $X_0,Y_0$ is the result of an experiment, then let $p_n=Prob(\det({X_0}^2+{Y_0}^2)<0)$.

Some experiments give the following approximations.

$n=2,p_2\approx 0.1178;n=4,p_4\approx 0.327;n=6,p_6\approx 0.438; n=8,p_8\approx 0.480$; $n=10,p_{10}\approx 0.494;n=20,p_{20}\approx 0.4998;n=40,p_{40}\approx 0.4999$.

Is the following true ?

$\textbf{Conjecture 2.}$ The sequence $(p_n)$ is increasing and tends to $\dfrac{1}{2}$ when $n$ tends to $+\infty$.

If yes and $n$ is great, then $Prob(\det({X_0}^2+{Y_0}^2)<0)\approx Prob(\det({X_0}^2+{Y_0}^2)>0)$.

loup blanc
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