The Central Limit Theorem for Random Determinants

DOI10.1137/1124086zbMath0441.60021OpenAlexW4239436847MaRDI QIDQ5904467

Vyacheslav L. Girko

Publication date: 1980

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1124086

zbMATH Keywords

central limit theoremrandom determinants

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Related Items (5)

Asymptotic behavior for log-determinants of several non-Hermitian random matrices ⋮ Random matrices: law of the determinant ⋮ G12-estimator of regularized Mahalanobis distance ⋮ Unnamed Item ⋮ Law of log determinant of sample covariance matrix and optimal estimation of differential entropy for high-dimensional Gaussian distributions

This page was built for publication: The Central Limit Theorem for Random Determinants