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Expected determinant of A minus its transpose

Question

Fill a 2×22\times2 matrix AA with independent entries, each equal to 00 or 11 with probability 12\tfrac12. What is E[det⁡(A−AT)]E[\det(A-A^{T})]?

Short answer

1/21/2. A−ATA-A^T is skew-symmetric with zero diagonal and off-diagonal entries ±(A12−A21)\pm(A_{12}-A_{21}), so its determinant is (A12−A21)2(A_{12}-A_{21})^2. That equals 11 when the two off-diagonal entries differ, which happens with probability 12\tfrac12.

Adapted from QuantQuestions.io; question and answer rewritten by SelfMadeQuant.com.

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