A central limit theorem for the determinant of a Wigner matrix
classification
🧮 math.PR
keywords
momentscentrallimitlog-determinantmatchesmatrixsqrttheorem
read the original abstract
We establish a central limit theorem for the log-determinant $\log|\det(M_n)|$ of a Wigner matrix $M_n$, under the assumption of four matching moments with either the GUE or GOE ensemble. More specifically, we show that this log-determinant is asymptotically distributed like $N(\log \sqrt{n!} - 1/2 \log n, 1/2 \log n)_\R$ when one matches moments with GUE, and $N(\log \sqrt{n!} - 1/4 \log n, 1/4 \log n)_\R$ when one matches moments with GOE.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.