Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152768 | Statistics & Probability Letters | 2014 | 6 Pages |
Abstract
The probability of small deviations of the determinant of the matrix AAT is estimated, where A is an nÃâ random matrix with centered entries having the joint Gaussian distribution. The inequality obtained is sharp in a sense.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Nadezhda V. Volodko,