Small deviations of the determinants of random matrices with Gaussian entries

被引：2
|
作者：
Volodko, Nadezhda V. [1 ]
机构：
[1] RAS, Sobolev Inst Math, 4 Acad Koptyug Ave, Novosibirsk 630090, Russia
来源：
STATISTICS & PROBABILITY LETTERS | 2014年 / 84卷
关键词：
Random matrices; Determinants; Gaussian sequences; Small deviations;
D O I：
10.1016/j.spl.2013.09.019
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 probability of small deviations of the determinant of the matrix AA(T) is estimated, where A is an n x infinity random matrix with centered entries having the joint Gaussian distribution. The inequality obtained is sharp in a sense. (C) 2013 Elsevier B.V. All rights reserved.
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页码：48 / 53
页数：6
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