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Teoriya Veroyatnostei i ee Primeneniya, 1981, Volume 26, Issue 3, Pages 532–542 (Mi tvp2588)  

This article is cited in 6 scientific papers (total in 6 papers)

The central limit theorem for random determinants

V. L. Girko

Kiev
Full-text PDF (551 kB) Citations (6)
Abstract: Let $\Xi_n$ denotes random real $(n\times n)$-matrices. Their elements $\xi_{ij}^{(n)}$ ($i,j=1\div n$) are independent,
$$ \mathbf M\xi_{ij}^{(n)}=0,\qquad\mathbf D\xi_{ij}^{(n)}=1,\qquad\mathbf M(\xi_{ij}^{(n)})^4=3. $$
If there is a number $\delta>0$ such that
$$ \sup_n\sup_{1\le i,j\le n} \mathbf M|\xi_{ij}^{(n)}|^{4+\delta}<\infty $$
then
$$ \lim_{n\to\infty}\mathbf P\biggl\{\frac{\ln\operatorname{det}\Xi_n^2-\ln(n-1)!}{\sqrt{2\ln n}}<x\biggr\}= \frac{1}{\sqrt{2\pi}}\int_{-\infty}^x e^{-y^2/2}\,dy. $$
Received: 10.08.1979
English version:
Theory of Probability and its Applications, 1982, Volume 26, Issue 3, Pages 521–531
DOI: https://doi.org/10.1137/1126058
Bibliographic databases:
Language: Russian
Citation: V. L. Girko, “The central limit theorem for random determinants”, Teor. Veroyatnost. i Primenen., 26:3 (1981), 532–542; Theory Probab. Appl., 26:3 (1982), 521–531
Citation in format AMSBIB
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\by V.~L.~Girko
\paper The central limit theorem for random determinants
\jour Teor. Veroyatnost. i Primenen.
\yr 1981
\vol 26
\issue 3
\pages 532--542
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\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=627860}
\zmath{https://zbmath.org/?q=an:0487.60031|0466.60030}
\transl
\jour Theory Probab. Appl.
\yr 1982
\vol 26
\issue 3
\pages 521--531
\crossref{https://doi.org/10.1137/1126058}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1981PA76400007}
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  • https://www.mathnet.ru/eng/tvp/v26/i3/p532
  • This publication is cited in the following 6 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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