An edge CLT for the log determinant of Wigner ensembles (Q6632596)
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scientific article; zbMATH DE number 7938559
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An edge CLT for the log determinant of Wigner ensembles |
scientific article; zbMATH DE number 7938559 |
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An edge CLT for the log determinant of Wigner ensembles (English)
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5 November 2024
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In this paper, the authors prove an edge CLT for the log determinant of Wigner ensembles. Furthermore, they extend their result to cover spiked Wigner matrices. This result has applications to statistical physics, including to testing in `spiked' models and to the description of some asymptotics in the spherical Sherrington-Kirkpatrick model.
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central limit theorem
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Wigner matrix
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log determinant
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Sherrington-Kirkpatrick model
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