Berry-Essén theorem for random determinants

Charles-Philippe Diez and Ciprian A. Tudor

Statistics & Probability Letters, 2023, vol. 197, issue C

Abstract: Let Xn be a n×n random matrix with independent Gaussian entries. Then it is well-known that log(|det(Xn|)) satisfies a Central Limit Theorem. Our purpose is to evaluate the 1-Wasserstein distance for this limit theorem via the techniques of the Stein–Malliavin calculus.

Keywords: Random matrix; Random determinant; Multiple stochastic integrals; Malliavin derivative (search for similar items in EconPapers)
Date: 2023
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167715223000287
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:197:y:2023:i:c:s0167715223000287

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spl.2023.109804

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().