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Statistics of spectral properties of matrix-valued random variables.

16 votes
5 answers
2k views

Expected value of determinant of simple infinite random matrix

Suppose we have a matrix $A \in \mathbb{R}^{n\times n}$ where $$A_{ij} = \begin{cases} 1 & \text{with probability} \quad p\\ 0 &\text{with probability} \quad1-p\end{cases}$$ I would like to know the f …
Hipstpaka's user avatar
  • 355
6 votes
3 answers
1k views

Expected determinant of random symmetric matrix with different Gaussian distributions of the...

Consider a random matrix $A \in \mathbb{R}^{N \times N}$ where the elements are random gaussian variables. The mean and variance of the elements are different on the diagonal and the off-diagonal: $ …
Hipstpaka's user avatar
  • 355
6 votes
2 answers
737 views

Probability of a large random integer Matrix to have zero determinant

Suppose we have a matrix $A \in \{0,1\}^{n \times n}$ where $$A_{ij} = \begin{cases} 1 & \text{with probability} \quad p\\ 0 &\text{with probability} \quad 1-p\end{cases}$$ I would like to know the …
Hipstpaka's user avatar
  • 355