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Teoriya Veroyatnostei i ee Primeneniya, 1981, Volume 26, Issue 3, Pages 532–542
(Mi tvp2588)
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This article is cited in 6 scientific papers (total in 6 papers)
The central limit theorem for random determinants
V. L. Girko Kiev
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
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
Linking options:
https://www.mathnet.ru/eng/tvp2588 https://www.mathnet.ru/eng/tvp/v26/i3/p532
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