A refinement of the central limit theorem for random determinants

被引：23

作者：

Girko, VL ^{[1
]}

机构：

[1] Shevchenko Kiev Natl Univ, UA-252017 Kiev, Ukraine

来源：

THEORY OF PROBABILITY AND ITS APPLICATIONS | 1998年 / 42卷 / 01期

关键词：

logarithmic law; random determinants; method of perpendiculars; normal regularization (regularity);

D O I：

10.1137/S0040585X97975939

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The paper proves the central limit theorem (the logarithmic law) for random determinants under weaker conditions than the author used earlier: if for any n the random elements xi(ij)((n)), i,j = 1,...,n, of the matrix Xi = (xi(ij)/n) are independent, E xi(ij)((n)) = a, Var xi(ij)((n)) = 1, and for some delta > 0 [GRAPHICS] then [GRAPHICS]

引用

页码：121 / 129

页数：9