A Factorization of Determinant Related to Some Random Matrices |
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| Authors: | Tomoyuki Shirai |
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| Institution: | (1) Research Institute for Mathematical Sciences, Kyoto University, Sakyo-ku, Kyoto, 606, Japan |
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| Abstract: | We consider the expectation of the determinant det( –X)–1for Im >0 associated with some random N×Nmatrices and factorize it into NStieltjes transforms of probability measures. Moreover, using this factorization, we investigate the limiting behavior of the logarithm of the quantity as N  . |
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| Keywords: | Scattering problem random matrix (GUE) factorization orthogonal polynomials semicircle law |
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