On the fourth moment of a random determinant
Dominik Beck
TL;DR
This paper extends the mathematical understanding of the moments of random determinants, providing formulas for the fourth moment with asymmetric entries and the second moment of a Gram determinant.
Contribution
It generalizes existing formulas for the fourth moment to asymmetric distributions and derives the second moment of a Gram determinant.
Findings
Derived the fourth moment formula for asymmetric entries.
Calculated the second moment of a Gram determinant.
Enhanced understanding of moments in random matrix theory.
Abstract
In this paper, we generalise the formula for the fourth moment of a random determinant to account for entries with asymmetric distribution. We also derive the second moment of a random Gram determinant.
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Taxonomy
TopicsMathematical Dynamics and Fractals · Stochastic processes and statistical mechanics · Point processes and geometric inequalities