A probabilistic computation of a Mehta integral
arXiv:2408.06203
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.
10 pages
arXiv:2408.06203
We use the Kac-Rice formula to compute the Mehta integral describing the normalization constant arising in the statistics of the Gaussian Orthogonal Ensemble.
10 pages