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| Autor principal: | |
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| Formato: | Preprint |
| Publicado: |
2024
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| Materias: | |
| Acceso en línea: | https://arxiv.org/abs/2408.06203 |
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| _version_ | 1866917746672926720 |
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| author | Nicolaescu, Liviu I. |
| author_facet | Nicolaescu, Liviu I. |
| contents | We use the Kac-Rice formula to compute the Mehta integral describing the normalization constant arising in the statistics of the Gaussian Orthogonal Ensemble. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2408_06203 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | A probabilistic computation of a Mehta integral Nicolaescu, Liviu I. Probability 60B20, 60D05 We use the Kac-Rice formula to compute the Mehta integral describing the normalization constant arising in the statistics of the Gaussian Orthogonal Ensemble. |
| title | A probabilistic computation of a Mehta integral |
| topic | Probability 60B20, 60D05 |
| url | https://arxiv.org/abs/2408.06203 |