grandes-ecoles 2022 Q21

grandes-ecoles · France · centrale-maths1__psi Discrete Random Variables Expectation of a Function of a Discrete Random Variable
Let $m _ { i , j } ( 1 \leqslant i , j \leqslant n )$ be $n ^ { 2 }$ real random variables that are mutually independent, all following the distribution $\mathcal { R }$. The matrix random variable $M _ { n } = \left( m _ { i , j } \right) _ { 1 \leqslant i , j \leqslant n }$ takes values in $\mathcal { V } _ { n , n }$. We set $\delta _ { n } = \operatorname { det } \left( M _ { n } \right)$.
Calculate the expectation of the variable $\delta _ { n }$.
Let $m _ { i , j } ( 1 \leqslant i , j \leqslant n )$ be $n ^ { 2 }$ real random variables that are mutually independent, all following the distribution $\mathcal { R }$. The matrix random variable $M _ { n } = \left( m _ { i , j } \right) _ { 1 \leqslant i , j \leqslant n }$ takes values in $\mathcal { V } _ { n , n }$. We set $\delta _ { n } = \operatorname { det } \left( M _ { n } \right)$.

Calculate the expectation of the variable $\delta _ { n }$.