Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4666345 | Advances in Mathematics | 2012 | 28 Pages |
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.
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Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Terence Tao, Van Vu,