@article{1506,
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).},
author = {Bao, Zhigang and Pan, Guangming and Zhou, Wang},
journal = {Bernoulli},
number = {3},
pages = {1600 -- 1628},
publisher = {Bernoulli Society for Mathematical Statistics and Probability},
title = {{The logarithmic law of random determinant}},
doi = {10.3150/14-BEJ615},
volume = {21},
year = {2015},
}