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Small deviations of the determinants of random matrices with Gaussian entries

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  • Volodko, Nadezhda V.

Abstract

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

Suggested Citation

  • Volodko, Nadezhda V., 2014. "Small deviations of the determinants of random matrices with Gaussian entries," Statistics & Probability Letters, Elsevier, vol. 84(C), pages 48-53.
  • Handle: RePEc:eee:stapro:v:84:y:2014:i:c:p:48-53
    DOI: 10.1016/j.spl.2013.09.019
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    References listed on IDEAS

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    1. Vitale, R.A., 2008. "On the Gaussian representation of intrinsic volumes," Statistics & Probability Letters, Elsevier, vol. 78(10), pages 1246-1249, August.
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