Date: Wednesday, April 24, 2013
Location: 4096 East Hall (4:10 PM to 5:00 PM)
Title: Random matrix: Law of the determinant
Abstract: Let M_n be a random matrix with iid entries with mean zero and variance one.
The determinant det M_n is an important parameter and has been studied for a long time.
In this talk, we focus on the limiting distribution and prove that the logarithm of |det M_n| satisfies a central limit theorem. For simplicity, we will mainly consider the case when the entries are Bernoulli random variables; the proof extends easily to the general case.
Speaker: Hoi Nguyen
Institution: Yale University
Event Organizer: Roman Vershynin
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