The logarithmic law of random determinant
Consider the square random matrix An=(aij)n,n, where {aij:=a(n)ij,i,j=1,…,n} is a collection of independent real random variables with means zero and variances one.
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sg-ntu-dr.10356-809642023-02-28T19:29:56Z The logarithmic law of random determinant Bao, Zhigang Pan, Guangming Zhou, Wang School of Physical and Mathematical Sciences CLT for martingale Logarithmic law Random determinant Consider the square random matrix An=(aij)n,n, where {aij:=a(n)ij,i,j=1,…,n} is a collection of independent real random variables with means zero and variances one. Published version 2015-12-08T03:09:45Z 2019-12-06T14:18:26Z 2015-12-08T03:09:45Z 2019-12-06T14:18:26Z 2015 Journal Article Bao, Z., Pan, G., & Zhou, W. (2015). The logarithmic law of random determinant. Bernoulli, 21(3), 1600-1628. 1350-7265 https://hdl.handle.net/10356/80964 http://hdl.handle.net/10220/38998 10.3150/14-BEJ615 en Bernoulli © 2015 Bernoulli Society for Mathematical Statistics and Probability. This paper was published in Bernoulli and is made available as an electronic reprint (preprint) with permission of Bernoulli Society for Mathematical Statistics and Probability. The published version is available at: [http://dx.doi.org/10.3150/14-BEJ615]. One print or electronic copy may be made for personal use only. Systematic or multiple reproduction, distribution to multiple locations via electronic or other means, duplication of any material in this paper for a fee or for commercial purposes, or modification of the content of the paper is prohibited and is subject to penalties under law. 29 p. application/pdf |
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CLT for martingale Logarithmic law Random determinant |
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CLT for martingale Logarithmic law Random determinant Bao, Zhigang Pan, Guangming Zhou, Wang The logarithmic law of random determinant |
| description |
Consider the square random matrix An=(aij)n,n, where {aij:=a(n)ij,i,j=1,…,n} is a collection of independent real random variables with means zero and variances one. |
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School of Physical and Mathematical Sciences |
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School of Physical and Mathematical Sciences Bao, Zhigang Pan, Guangming Zhou, Wang |
| format |
Article |
| author |
Bao, Zhigang Pan, Guangming Zhou, Wang |
| author_sort |
Bao, Zhigang |
| title |
The logarithmic law of random determinant |
| title_short |
The logarithmic law of random determinant |
| title_full |
The logarithmic law of random determinant |
| title_fullStr |
The logarithmic law of random determinant |
| title_full_unstemmed |
The logarithmic law of random determinant |
| title_sort |
logarithmic law of random determinant |
| publishDate |
2015 |
| url |
https://hdl.handle.net/10356/80964 http://hdl.handle.net/10220/38998 |
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