Saturday, 24 December 2011

matrices - Expected determinant of a random NxN matrix.

As everyone above has pointed out, the expected value is 0.



I expect that the original poster might have wanted to know about how big the determinant is. A good way to approach this is to compute sqrtE((detA)2), so there will be no cancellation.



Now, (detA)2 is the sum over all pairs v and w of permutations in Sn of
(-1)^{ell(v) + ell(w)} (1/2)^{2n-# { i : v(i) = w(i) }}



Group together pairs (v,w) according to u:=w1v. We want to compute
(n!) sum_{u in S_n} (-1)^{ell(u)} (1/2)^{2n-# (mbox{Fixed points of }i)}



This is (n!)2/22n times the coefficient of xn in
e2xx2/2+x3/3x4/4+cdots=ex(1+x).



So sqrtE((detA)2) is
sqrt(n!)2/22nleft(1/n!+1/(n1)!right)=sqrt(n+1)!/2n

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