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Teoriya Veroyatnostei i ee Primeneniya, 1968, Volume 13, Issue 4, Pages 720–725
(Mi tvp928)
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This article is cited in 3 scientific papers (total in 3 papers)
Short Communications
Moments of random determinants
I. G. Zhurbenko Moscow
Abstract:
Let $\Delta_n$ be a determinant with random elements $\xi_{ij}$, $i=1,\dots,n$, $j=1,,\dots,n$. In the paper the expectation $\mathbf E(\Delta_n)^2$ is calculated in case when all $\xi_{ij}$'s are independent and equally distributed. In case when $\xi_{ij}$'s are independent and equally distributed for $i\le j$, $i=1,\dots,n$, $j=1,\dots,n$, and $\xi_{ij}=\xi_{ji}$ we calculate $\mathbf E(\Delta_n)^2$ and $\mathbf E(\Delta_n)$ if $\mathbf E\xi_{ij}=0$ and $\mathbf E(\Delta_n)$ if $\mathbf(\xi_{ij})\ne0$.
Received: 10.02.1967
Citation:
I. G. Zhurbenko, “Moments of random determinants”, Teor. Veroyatnost. i Primenen., 13:4 (1968), 720–725; Theory Probab. Appl., 13:4 (1968), 682–686
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https://www.mathnet.ru/eng/tvp928 https://www.mathnet.ru/eng/tvp/v13/i4/p720
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