Moderate deviations for the determinant of Wigner matrices

DOI10.1007/978-3-642-36068-8_12MaRDI QIDQ2848108zbMATH OpenOpenAlexFDO

Authors Hanna Döring, Peter Eichelsbacher

Publication date 25 September 2013

Published in Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1301.2915

zbMATH Keywords

cumulantsdeterminantfour moment theoremGaussian ensemblesGinibre ensemblesmoderate deviationsWigner random matrices

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (probabilistic aspects) (60B20) Large deviations (60F10)

Abstract: We establish a moderate deviations principle (MDP) for the log-determinant $log|det(M_n)|$ of a Wigner matrix $M_n$ matching four moments with either the GUE or GOE ensemble. Further we establish Cram'er--type moderate deviations and Berry-Esseen bounds for the log-determinant for the GUE and GOE ensembles as well as for non-symmetric and non-Hermitian Gaussian random matrices (Ginibre ensembles), respectively.

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• A central limit theorem for the determinant of a Wigner matrix
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• Limit theorems for random simplices in high dimensions
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