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Teoriya Veroyatnostei i ee Primeneniya, 1997, Volume 42, Issue 1, Pages 63–73
DOI: https://doi.org/10.4213/tvp1712
(Mi tvp1712)
 

This article is cited in 36 scientific papers (total in 36 papers)

A refinement of the central limit theorem for random determinants

V. L. Girko

National Taras Shevchenko University of Kyiv, The Faculty of Cybernetics
Abstract: The paper proves the central limit theorem (the logarithmic law) for random determinants under weaker conditions than the author used earlier: if for any $n$ the random elements $\xi^{(n)}_{ij}$, $i,j=1,\dots,n$, of the matrix $\Xi=(\xi_{ij}/n)$ are independent, $\mathsf{E}\xi_{ij}^{(n)}=a$, $\operatorname{Var}\xi_{ij}^{(n)}=1$, and for some $\delta > 0$
$$ \sup_n\max_{i,j=1,\dots,n}\mathsf{E}|\xi_{ij}^{(n)}|^{4+\delta}<\infty, $$
then
\begin{align*} &\lim_{n\to\infty}\biggl\{\frac{\log\det\Xi^2-\log(n-1)!\,-\log(1+na^2)}{\sqrt{2\log n}}<x\biggr\} \\ &\qquad=\frac1{\sqrt{2\pi}}\int_{-\infty}^x\exp\biggl(-\frac{u^2}2\biggr)\,du. \end{align*}
Keywords: logarithmic law, random determinants, method of perpendiculars, normal regularization (regularity).
Received: 04.02.1996
English version:
Theory of Probability and its Applications, 1998, Volume 42, Issue 1, Pages 121–129
DOI: https://doi.org/10.1137/S0040585X97975939
Bibliographic databases:
Language: Russian
Citation: V. L. Girko, “A refinement of the central limit theorem for random determinants”, Teor. Veroyatnost. i Primenen., 42:1 (1997), 63–73; Theory Probab. Appl., 42:1 (1998), 121–129
Citation in format AMSBIB
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\by V.~L.~Girko
\paper A~refinement of the central limit theorem for random determinants
\jour Teor. Veroyatnost. i Primenen.
\yr 1997
\vol 42
\issue 1
\pages 63--73
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\crossref{https://doi.org/10.4213/tvp1712}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1453330}
\zmath{https://zbmath.org/?q=an:0923.60027}
\transl
\jour Theory Probab. Appl.
\yr 1998
\vol 42
\issue 1
\pages 121--129
\crossref{https://doi.org/10.1137/S0040585X97975939}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000073918900010}
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  • https://www.mathnet.ru/eng/tvp1712
  • https://doi.org/10.4213/tvp1712
  • https://www.mathnet.ru/eng/tvp/v42/i1/p63
  • This publication is cited in the following 36 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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