English

Random matrices: Law of the determinant

Probability 2014-01-14 v3

Abstract

Let AnA_n be an nn by nn random matrix whose entries are independent real random variables with mean zero, variance one and with subexponential tail. We show that the logarithm of detAn|\det A_n| satisfies a central limit theorem. More precisely, \begin{eqnarray*}\sup_{x\in {\mathbf {R}}}\biggl|{\mathbf {P}}\biggl(\frac{\log(|\det A_n|)-({1}/{2})\log (n-1)!}{\sqrt{({1}/{2})\log n}}\le x\biggr)-{\mathbf {P}}\bigl(\mathbf {N}(0,1)\le x\bigr)\biggr|\\\qquad\le\log^{-{1}/{3}+o(1)}n.\end{eqnarray*}

Keywords

Cite

@article{arxiv.1112.0752,
  title  = {Random matrices: Law of the determinant},
  author = {Hoi H. Nguyen and Van Vu},
  journal= {arXiv preprint arXiv:1112.0752},
  year   = {2014}
}

Comments

Published in at http://dx.doi.org/10.1214/12-AOP791 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)

R2 v1 2026-06-21T19:45:57.707Z