English

A central limit theorem for the determinant of a Wigner matrix

Probability 2012-03-30 v3

Abstract

We establish a central limit theorem for the log-determinant logdet(Mn)\log|\det(M_n)| of a Wigner matrix MnM_n, under the assumption of four matching moments with either the GUE or GOE ensemble. More specifically, we show that this log-determinant is asymptotically distributed like N(logn!1/2logn,1/2logn)RN(\log \sqrt{n!} - 1/2 \log n, 1/2 \log n)_\R when one matches moments with GUE, and N(logn!1/4logn,1/4logn)RN(\log \sqrt{n!} - 1/4 \log n, 1/4 \log n)_\R when one matches moments with GOE.

Keywords

Cite

@article{arxiv.1111.6300,
  title  = {A central limit theorem for the determinant of a Wigner matrix},
  author = {Terence Tao and Van Vu},
  journal= {arXiv preprint arXiv:1111.6300},
  year   = {2012}
}

Comments

29 pages, no figures, to appear, Adv. Math.. This is the final version