Log determinant of large correlation matrices under infinite fourth moment

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Random measures (60G57)

Cites Work

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On the sphericity test with large-dimensional observations
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A central limit theorem for the determinant of a Wigner matrix
Tracy-Widom law for the extreme eigenvalues of sample correlation matrices
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Tracy-Widom limit for the largest eigenvalue of a large class of complex sample covariance matrices
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A Dynamical Approach to Random Matrix Theory
The Distribution of the Determinant of a Complex Wishart Distributed Matrix
High Dimensional Correlation Matrices: The Central Limit Theorem and Its Applications

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