RANDOM MATRICES: LAW OF THE DETERMINANT

• 成果类型: Article
• 署名作者: Nguyen, Hoi H.; Van Vu
• 署名单位: University System of Ohio; Ohio State University; Yale University
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/12-AOP791
• 发表日期: 2014
• 页码: 146-167
• 关键词: CENTRAL-LIMIT-THEOREM; singularity; probability

摘要

Let A(n) be an n by n random matrix whose entries are independent real random variables with mean zero, variance one and with subexponential tail. We show that the logarithm of vertical bar det A(n)vertical bar I satisfies a central limit theorem. More precisely, [GRAPHICS] .