Уточнение центральной предельной теоремы для случайных детерминантов

DOI10.4213/tvp1712zbMath0923.60027OpenAlexW2313641646MaRDI QIDQ3842378

Vyacheslav L. Girko

Publication date: 21 January 1999

Published in: Teoriya Veroyatnostei i ee Primeneniya (Search for Journal in Brave)

Full work available at URL: http://epubs.siam.org/sam-bin/dbq/article/97593

zbMATH Keywords

random determinantslogarithmic lawmethod of perpendiculars

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Related Items (10)

A central limit theorem for the determinant of a Wigner matrix ⋮ Random matrices: law of the determinant ⋮ Unnamed Item ⋮ The logarithmic law of random determinant ⋮ Recent progress in combinatorial random matrix theory ⋮ On the permanent of a random symmetric matrix ⋮ Asymptotics for products of independent sums with an application to Wishart determinants ⋮ Fine asymptotics for models with Gamma type moments ⋮ Likelihood ratio tests under model misspecification in high dimensions ⋮ Law of log determinant of sample covariance matrix and optimal estimation of differential entropy for high-dimensional Gaussian distributions

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