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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1968 Volume 13, Issue 4, Pages 720–725 (Mi tvp928)

This article is cited 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


 English version:
Theory of Probability and its Applications, 1968, 13:4, 682–686

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