A CLT for information-theoretic statistics of Gram random matrices with a given variance profile (Q2378626)

The authors consider an \(N\times n\) random matrix \(Y_n\) with entries given by \(Y_{ij}^n=\sigma_{ij}(n)X_{ij}^n/\sqrt{n}\), the \(X_{ij}^n\) being centered, independent and identically distributed random variables. They study the fluctuations of the random variable \[ \log\det (Y_nY^*_n+\rho I_N) \] and prove that under proper scaling, this random variable satisfies a central limit theorem. Such a central limit theorem is of interest in the field of wireless communications and random matrix theory.