Gaussian fluctuations of the determinant of Wigner Matrices

Paul Bourgade; Krishnan Mody

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arXiv · 1811.06815

Gaussian fluctuations of the determinant of Wigner Matrices

Paul Bourgade·Krishnan Mody

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Abstract

We prove that the logarithm of the determinant of a Wigner matrix satisfies a central limit theorem in the limit of large dimension. Previous results about fluctuations of such determinants required that the first four moments of the matrix entries match those of a Gaussian. Our work treats symmetric and Hermitian matrices with centered entries having the same variance and subgaussian tail. In particular, it applies to symmetric Bernoulli matrices and answers an open problem raised by Tao and Vu.

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Paul Bourgade, Krishnan Mody. 2018-11-16. Gaussian fluctuations of the determinant of Wigner Matrices. https://arxiv.org/abs/1811.06815

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