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 of a Wigner matrix , 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 when one matches moments with GUE, and when one matches moments with GOE.
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