@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}, }