A central limit theorem for the determinant of a Wigner matrix

DOI10.1016/J.AIM.2012.05.006zbMath1248.60011arXiv1111.6300OpenAlexW2963818301MaRDI QIDQ436167

Van H. Vu, Terence C. Tao

Publication date: 30 July 2012

Published in: Advances in Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1111.6300

zbMATH Keywords

random matricesdeterminantsGaussian orthogonal ensemble (GOE)Gaussian unitary ensemble (GUE)

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52)

Related Items (29)

The singular values of the GOE ⋮ The singular values of the GUE (less is more) ⋮ Asymptotic behavior for log-determinants of several non-Hermitian random matrices ⋮ A CLT for the characteristic polynomial of random Jacobi matrices, and the G\(\beta\)E ⋮ Spectrum of SYK model II: Central limit theorem ⋮ The average number of critical rank-one approximations to a tensor ⋮ The volume of random simplices from elliptical distributions in high dimension ⋮ Central limit theorem for partial linear eigenvalue statistics of Wigner matrices ⋮ Logarithmic law of large random correlation matrices ⋮ Exponential growth of random determinants beyond invariance ⋮ Mod-Gaussian convergence for random determinants ⋮ A necessary and sufficient condition for edge universality of Wigner matrices ⋮ Regularity conditions in the CLT for linear eigenvalue statistics of Wigner matrices ⋮ Random matrix theory in statistics: a review ⋮ Large deviations of spread measures for Gaussian matrices ⋮ Gaussian fluctuations of the determinant of Wigner matrices ⋮ The Euclidean distance degree of an algebraic variety ⋮ Recent progress in combinatorial random matrix theory ⋮ On the permanent of a random symmetric matrix ⋮ Global spectrum fluctuations for Gaussian beta ensembles: a martingale approach ⋮ Random fields and the enumerative geometry of lines on real and complex hypersurfaces ⋮ Thin-shell theory for rotationally invariant random simplices ⋮ A general method for lower bounds on fluctuations of random variables ⋮ Random matrix products: universality and least singular values ⋮ RANDOM MATRICES: SHARP CONCENTRATION OF EIGENVALUES ⋮ Random matrices: universality of local spectral statistics of non-Hermitian matrices ⋮ Fine asymptotics for models with Gamma type moments ⋮ Law of log determinant of sample covariance matrix and optimal estimation of differential entropy for high-dimensional Gaussian distributions ⋮ Optimal local law and central limit theorem for \(\beta\)-ensembles

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