Small deviations of determinants of random matrices with Gaussian entries

Nadezhda V. Volodko

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arXiv · 1211.3524

Small deviations of determinants of random matrices with Gaussian entries

Nadezhda V. Volodko

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Abstract

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

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Nadezhda V. Volodko. 2013-03-18. Small deviations of determinants of random matrices with Gaussian entries. https://arxiv.org/abs/1211.3524

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