The logarithmic law of random determinant

DOI10.3150/14-BEJ615zbMath1343.60011arXiv1208.5823MaRDI QIDQ2515511

Guangming Pan, Wang Zhou, Zhigang Bao

Publication date: 5 August 2015

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1208.5823

zbMATH Keywords

random matricescentral limit theoremdeterminantlogarithmic law

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Determinants, permanents, traces, other special matrix functions (15A15) Random matrices (algebraic aspects) (15B52)

Related Items (8)

Asymptotic behavior for log-determinants of several non-Hermitian random matrices ⋮ The volume of random simplices from elliptical distributions in high dimension ⋮ Berry-Essén theorem for random determinants ⋮ Logarithmic law of large random correlation matrices ⋮ Exponential growth of random determinants beyond invariance ⋮ Gaussian fluctuations of the determinant of Wigner matrices ⋮ Thin-shell theory for rotationally invariant random simplices ⋮ Likelihood ratio tests under model misspecification in high dimensions

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