The Sixth Moment of Random Determinants for Arbitrarily Distributed Random Entries
Abstract
Via the method of marked permutation tables presented in this paper, we generalize the formula for the sixth moment of a random determinant to account for entries with arbitrary distribution.
That is, let $f_6(n) = \mathbb{E}(\det A)^6$, where $A$ is an $n$ by $n$ random matrix with independent and identically distributed entries.
We show that the exponential generating function $F_6(t) = \sum_{n=0}^\infty f_6(n)t^n/(n!)^2$ is D-finite and we present it in a closed form.
Our method relies on carefully decomposing marked permutation tables into a shell, a core, and a floating component, each of which has a separate contribution to $F_6(t)$.
After this decomposition, it is sufficient to enumerate over a finite number of possible shells, which we did using a highly intricate computer program.
We verified our result up to $n = 7$ in the general case and up to $n = 9$ for random matrices whose entries only take two values by using a different method for computing $f_6(n)$ for these cases.
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