On Expected Gaussian Random Determinants

Abstract

The expectations of random determinants whose entries are real-valued, identically distributed, mean zero, correlated Gaussian random variables are examined using the Kronecker tensor products and some combinatorial arguments. This result is used to derive the expected determinants of X +B and AX +X ′B.

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Cite this paper

@inproceedings{Chung2011OnEG, title={On Expected Gaussian Random Determinants}, author={Moo K. Chung}, year={2011} }