A central limit theorem for the determinant of a Wigner matrix
From MaRDI portal
Publication:436167
DOI10.1016/j.aim.2012.05.006zbMath1248.60011arXiv1111.6300OpenAlexW2963818301MaRDI QIDQ436167
Publication date: 30 July 2012
Published in: Advances in Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1111.6300
Related Items
The singular values of the GOE, The singular values of the GUE (less is more), Asymptotic behavior for log-determinants of several non-Hermitian random matrices, A CLT for the characteristic polynomial of random Jacobi matrices, and the G\(\beta\)E, Spectrum of SYK model II: Central limit theorem, The average number of critical rank-one approximations to a tensor, The volume of random simplices from elliptical distributions in high dimension, Central limit theorem for partial linear eigenvalue statistics of Wigner matrices, Logarithmic law of large random correlation matrices, Exponential growth of random determinants beyond invariance, Mod-Gaussian convergence for random determinants, A necessary and sufficient condition for edge universality of Wigner matrices, Regularity conditions in the CLT for linear eigenvalue statistics of Wigner matrices, Random matrix theory in statistics: a review, Large deviations of spread measures for Gaussian matrices, Gaussian fluctuations of the determinant of Wigner matrices, The Euclidean distance degree of an algebraic variety, Recent progress in combinatorial random matrix theory, On the permanent of a random symmetric matrix, Global spectrum fluctuations for Gaussian beta ensembles: a martingale approach, Random fields and the enumerative geometry of lines on real and complex hypersurfaces, Thin-shell theory for rotationally invariant random simplices, A general method for lower bounds on fluctuations of random variables, Random matrix products: universality and least singular values, RANDOM MATRICES: SHARP CONCENTRATION OF EIGENVALUES, Random matrices: universality of local spectral statistics of non-Hermitian matrices, Fine asymptotics for models with Gamma type moments, Law of log determinant of sample covariance matrix and optimal estimation of differential entropy for high-dimensional Gaussian distributions, Optimal local law and central limit theorem for \(\beta\)-ensembles
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Random covariance matrices: universality of local statistics of eigenvalues
- On the least singular value of random symmetric matrices
- Random matrices: universality of local eigenvalue statistics
- Random symmetric matrices are almost surely nonsingular.
- On the singularity probability of discrete random matrices
- The cycle structure of random permutations
- Bulk universality for generalized Wigner matrices
- Eigenvector distribution of Wigner matrices
- Random matrices: Universality of local eigenvalue statistics up to the edge
- Eigenvalue distributions of large Hermitian matrices; Wigner's semi- circle law and a theorem of Kac, Murdock, and Szegö
- Correlations of the characteristic polynomials in the Gaussian unitary ensemble or a singular Hankel determinant
- Random matrices: law of the determinant
- Asymptotics for products of independent sums with an application to Wishart determinants
- RANDOM MATRICES: UNIVERSAL PROPERTIES OF EIGENVECTORS
- A Wegner estimate for Wigner matrices
- On the asymptotics of some large Hankel determinants generated by Fisher–Hartwig symbols defined on the real line
- On random ±1 matrices: Singularity and determinant
- On the singularity probability of random Bernoulli matrices
- Gaussian Fluctuations for Ensembles
- Уточнение центральной предельной теоремы для случайных детерминантов
- On random determinants
- Applications and generalizations of Fisher–Hartwig asymptotics
- On the Probability That a Random ± 1-Matrix Is Singular
- Wegner Estimate and Level Repulsion for Wigner Random Matrices
- Invertibility of symmetric random matrices
- Martingale Central Limit Theorems
- The Distribution of the Determinant of a Complex Wishart Distributed Matrix
- The distribution of random determinants
- Characteristic polynomials of random matrices.
