Random matrices: law of the determinant (Q2438747): Difference between revisions

Let \(A_n\) be an \(n\times n\) random matrix whose entries are independent real random variables with mean \(0\), variance \(1\) and with subexponential tail. The authors prove that the logarithm of \(|\det A_n|\) satisfies a central limit theorem. More precisely, they show that \[ \sup_{x\in\mathbb R} \left|\mathbf P\left[\frac{\log |\det A_n| - \frac 12 \log (n-1)!}{\sqrt{\frac 12 \log n}}\leq x\right] - \Phi(x)\right| \leq (\log n)^{-\frac 13 + o(1)}, \] where \(\Phi\) is the standard normal distribution function.