@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},
}