The logarithmic law of random determinant

• Main Authors: Bao, Zhigang, Pan, Guangming, Zhou, Wang
• Other Authors: School of Physical and Mathematical Sciences
• Format: Article
• Language: English
• Published: 2015
• Subjects: CLT for martingale; Logarithmic law; Random determinant
• Online Access: https://hdl.handle.net/10356/80964; http://hdl.handle.net/10220/38998
• Institution: Nanyang Technological University

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.