The logarithmic law of random determinant (Q2515511): Difference between revisions

The determinant of a sequence of random matrices with entries which are independent real random variables with mean 0 and variance 1 has been studied by many authors since the 1950s. This paper studies the central limit theorem (CLT) for the logarithm of a determinant, which was first proved by \textit{N. R. Goodman} [Ann. Math. Stat. 34, 178--180 (1963; Zbl 0122.36904)] when the common distribution of the matrix entries is assumed to be Gaussian. \textit{V. L. Girko} [Theory Probab. Appl. 42, No. 1, 121--129 (1997); translation from Teor. Veroyatn. Primen. 42, No. 1, 63--73 (1997; Zbl 0923.60027)] claimed to have a proof of the CLT under a general condition which requires only the existence of the \((4+\delta)\)-th moment for the matrix entries, but it was found that several parts of the proof lack mathematical rigour. Recently, \textit{H. H. Nguyen} and \textit{V. Vu} [Ann. Probab. 42, No. 1, 146--167 (2014; Zbl 1299.60005)] provided a new proof but under much stronger moment conditions. In this paper, relying on the basic strategy of Girko's method of perpendiculars, a complete and rigorous proof of the CLT is given under a weaker condition, which requires only the existence of the \(4\)-th moment of the matrix entries.