Small deviations of the determinants of random matrices with Gaussian entries

DOI10.1016/J.SPL.2013.09.019zbMATH Open1295.60010arXiv1211.3524OpenAlexW1996396102MaRDI QIDQ2444375FDOQ2444375

Authors: N. V. Volodko 

Publication date: 9 April 2014

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

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.

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

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zbMATH Keywords

random matricesdeterminantssmall deviationsGaussian sequences

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20)

Cites Work

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

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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