An edge CLT for the log determinant of Gaussian ensembles.

Iain M. Johnstone, Yegor Klochkov, Alexei Onatski, Damian Pavlyshyn

Type: Preprint

Publication Date: 2020-11-27

Citations: 3

Locations

arXiv (Cornell University) - View

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+	On the Numerical Evaluation of Distributions in Random Matrix Theory: A Review	2010	Folkmar Bornemann
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+	Log-Gases and Random Matrices	2010	Peter J. Forrester
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+	None	2003	Nicholas M. Ercolani K. T-R McLaughlin
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+ PDF Chat	The Largest Eigenvalue of Rank One Deformation of Large Wigner Matrices	2007	Delphine Féral Sandrine Péché
+	Moment Inequalities for Sums of Dependent Random Variables under Projective Conditions	2008	Emmanuel Rio
+ PDF Chat	Sturm Sequences and Random Eigenvalue Distributions	2008	James T. Albrecht Cy Chan Alan Edelman
+ PDF Chat	A monotoneity property of the gamma function	1997	G. D. Anderson S.-L. Qiu