Small deviations of determinants of random matrices with Gaussian entries

2012/11/15 by Volodko, Nadezhda V.
#FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1211.3524

Abstract

The probability of the small deviations of the matrix AA^T determinant is estimated, where A is an n×∞ random matrix with centered entries having joint Gaussian distribution. The inequality obtained is sharp in a sence.

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