Small deviations of determinants of random matrices with Gaussian entries
Probability
2013-03-19 v3
Abstract
The probability of the small deviations of the matrix determinant is estimated, where is an random matrix with centered entries having joint Gaussian distribution. The inequality obtained is sharp in a sence.
Cite
@article{arxiv.1211.3524,
title = {Small deviations of determinants of random matrices with Gaussian entries},
author = {Nadezhda V. Volodko},
journal= {arXiv preprint arXiv:1211.3524},
year = {2013}
}