The logarithmic law of random determinant
Bao Z, Pan G, Zhou W. 2015. The logarithmic law of random determinant. Bernoulli. 21(3), 1600–1628.
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| English
Author
Bao, ZhigangISTA 
;
Pan, Guangming;
Zhou, Wang
;
Pan, Guangming;
Zhou, WangDepartment
Abstract
Consider the square random matrix An = (aij)n,n, where {aij:= a(n)ij , i, j = 1, . . . , n} is a collection of independent real random variables with means zero and variances one. Under the additional moment condition supn max1≤i,j ≤n Ea4ij <∞, we prove Girko's logarithmic law of det An in the sense that as n→∞ log | detAn| ? (1/2) log(n-1)! d/→√(1/2) log n N(0, 1).
Publishing Year
Date Published
2015-08-01
Journal Title
Bernoulli
Volume
21
Issue
3
Page
1600 - 1628
IST-REx-ID
Cite this
Bao Z, Pan G, Zhou W. The logarithmic law of random determinant. Bernoulli. 2015;21(3):1600-1628. doi:10.3150/14-BEJ615
Bao, Z., Pan, G., & Zhou, W. (2015). The logarithmic law of random determinant. Bernoulli. Bernoulli Society for Mathematical Statistics and Probability. https://doi.org/10.3150/14-BEJ615
Bao, Zhigang, Guangming Pan, and Wang Zhou. “The Logarithmic Law of Random Determinant.” Bernoulli. Bernoulli Society for Mathematical Statistics and Probability, 2015. https://doi.org/10.3150/14-BEJ615.
Z. Bao, G. Pan, and W. Zhou, “The logarithmic law of random determinant,” Bernoulli, vol. 21, no. 3. Bernoulli Society for Mathematical Statistics and Probability, pp. 1600–1628, 2015.
Bao Z, Pan G, Zhou W. 2015. The logarithmic law of random determinant. Bernoulli. 21(3), 1600–1628.
Bao, Zhigang, et al. “The Logarithmic Law of Random Determinant.” Bernoulli, vol. 21, no. 3, Bernoulli Society for Mathematical Statistics and Probability, 2015, pp. 1600–28, doi:10.3150/14-BEJ615.
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