Article ID Journal Published Year Pages File Type
4666345 Advances in Mathematics 2012 28 Pages PDF
Abstract

We establish a central limit theorem for the log-determinant log|det(Mn)|log|det(Mn)| of a Wigner matrix MnMn, 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(logn!−12logn,12logn)R when one matches moments with GUE, and N(logn!−14logn,14logn)R when one matches moments with GOE.

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
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