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arXiv · 2408.06203

A probabilistic computation of a Mehta integral

Liviu I. Nicolaescu
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Abstract

We use the Kac-Rice formula to compute the Mehta integral describing the normalization constant arising in the statistics of the Gaussian Orthogonal Ensemble.

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Liviu I. Nicolaescu. 2024-08-12. A probabilistic computation of a Mehta integral. https://arxiv.org/abs/2408.06203

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