Moderate deviations for the determinant of Wigner matrices

preprint2013arXivOpen access

Abstract

We establish a moderate deviations principle (MDP) for the log-determinant log⁡∣det⁡(Mn)∣\log | \det (M_n) | of a Wigner matrix MnM_n matching four moments with either the GUE or GOE ensemble. Further we establish Cramér--type moderate deviations and Berry-Esseen bounds for the log-determinant for the GUE and GOE ensembles as well as for non-symmetric and non-Hermitian Gaussian random matrices (Ginibre ensembles), respectively.

Explore this paper’s authors, topics and related work.

Building this map preview

BZPEER is loading the nearby papers, people, topics and institutions for this page.

Reviews 0

Write a reviewWrite

No reviews yet.

Discussion 0

Add a commentWrite

No comments yet.