Small deviations of the determinants of random matrices with Gaussian entries

DOI10.1016/J.SPL.2013.09.019MaRDI QIDQ2444375zbMATH OpenOpenAlexFDO

Authors N. V. Volodko

Publication date 9 April 2014

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1211.3524

zbMATH Keywords

random matricesdeterminantssmall deviationsGaussian sequences

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20)

Abstract: The probability of the small deviations of the matrix $A{A}^T$ determinant is estimated, where $A$ is an $nimesinfty$ random matrix with centered entries having joint Gaussian distribution. The inequality obtained is sharp in a sence.

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Cites work

• A Gaussian inequality for expected absolute products
• Asymptotic distribution of symmetric statistics
• Asymptotic expansions for the distributions of canonical \(V\)-statistics of third order
• Condition number of a square matrix with i.i.d. columns drawn from a convex body
• Expected absolute random determinants and zonoids
• Gaussian integrals involving absolute value functions
• On the Gaussian representation of intrinsic volumes
• Orthogonal series and limit theorems for canonical \(U\)- and \(V\)-statistics of stationary connected observations
• Second-order approximation for distributions of smooth functionals of sums of independent random variables in Banach spaces
• The expected number of real roots of a multihomogeneous system of polynomial equations

Cited in

(2)

• Small-deviation inequalities for sums of random matrices
• Asymptotic expansions for the distributions of canonical \(V\)-statistics of third order

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