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- Scopus: eid_2-s2.0-84938561206
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Article: The logarithmic law of random determinant
| Title | The logarithmic law of random determinant |
|---|---|
| Authors | |
| Keywords | CLT for martingale Logarithmic law Random determinant |
| Issue Date | 2015 |
| Citation | Bernoulli, 2015, v. 21, n. 3, p. 1600-1628 How to Cite? |
| Abstract | 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. Under the additional moment condition supn max1≤i,j ≤n Ea4ij <∞, we prove Girko's logarithmic law of det An in the sense that as n→∞ log | detAn| ? (1/2) log(n-1)! d/→√(1/2) log n N(0, 1). |
| Persistent Identifier | http://hdl.handle.net/10722/349080 |
| ISSN | 2023 Impact Factor: 1.5 2023 SCImago Journal Rankings: 1.522 |
| ISI Accession Number ID |
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Bao, Zhigang | - |
| dc.contributor.author | Pan, Guangming | - |
| dc.contributor.author | Zhou, Wang | - |
| dc.date.accessioned | 2024-10-17T06:56:08Z | - |
| dc.date.available | 2024-10-17T06:56:08Z | - |
| dc.date.issued | 2015 | - |
| dc.identifier.citation | Bernoulli, 2015, v. 21, n. 3, p. 1600-1628 | - |
| dc.identifier.issn | 1350-7265 | - |
| dc.identifier.uri | http://hdl.handle.net/10722/349080 | - |
| dc.description.abstract | 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. Under the additional moment condition supn max1≤i,j ≤n Ea4ij <∞, we prove Girko's logarithmic law of det An in the sense that as n→∞ log | detAn| ? (1/2) log(n-1)! d/→√(1/2) log n N(0, 1). | - |
| dc.language | eng | - |
| dc.relation.ispartof | Bernoulli | - |
| dc.subject | CLT for martingale | - |
| dc.subject | Logarithmic law | - |
| dc.subject | Random determinant | - |
| dc.title | The logarithmic law of random determinant | - |
| dc.type | Article | - |
| dc.description.nature | link_to_subscribed_fulltext | - |
| dc.identifier.doi | 10.3150/14-BEJ615 | - |
| dc.identifier.scopus | eid_2-s2.0-84938561206 | - |
| dc.identifier.volume | 21 | - |
| dc.identifier.issue | 3 | - |
| dc.identifier.spage | 1600 | - |
| dc.identifier.epage | 1628 | - |
| dc.identifier.isi | WOS:000356993100012 | - |