Probabilistic Analysis of a Random Determinant


Master's Thesis, 2019

60 Pages, Grade: 8.5

Nikita Saha (Author)


Abstract or Introduction

We are interested in the behaviour of a determinant with i.i.d. random variates as its elements. A probabilistic analysis has been done for such determinants of orders 2 and 3. We have considered some of the well known distributions, namely, discrete uniform, Binomial Poisson, continuous uniform, standard normal, standard Cauchy and exponential. We are able to give fiducial limits for the determinant using Chebyshev’s inequality for all the distributions discussed in the text (except standard Cauchy distribution for which expectation does not exist). The main objective is to find the probability distribution of the determinant when its elements are from any of the distributions stated above. The desired distribution has been approximated using the method of transformation in general but when this method could not produce desired results we relied on empirical results based on simulation.

Details

Title
Probabilistic Analysis of a Random Determinant
Course
Integrated MSc in Mathematics and Computing
Grade
8.5
Authors
Year
2019
Pages
60
Catalog Number
V478567
ISBN (eBook)
9783668965089
ISBN (Book)
9783668965096
Language
English
Tags
probabilistic, analysis, random, determinant
Quote paper
Nikita Saha (Author)Soubhik Chakraborty (Author), 2019, Probabilistic Analysis of a Random Determinant, Munich, GRIN Verlag, https://www.grin.com/document/478567

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