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Asymptotic behavior for log-determinants of several non-Hermitian random matrices

Asymptotic behavior for log-determinants of several non-Hermitian random matrices
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摘要 We study the asymptotic behavior for log-determinants of two unitary but non-Hermitian random matrices: the spherical ensembles A-1B, where A and B are independent complex Ginibre ensembles and the truncation of circular unitary ensembles. The corresponding Berry-Esseen bounds and Cram6r type moderate deviations are established. Our method is based on the estimates of corresponding cumulants. Numerical simulations are also presented to illustrate the theoretical results. We study the asymptotic behavior for log-determinants of two unitary but non-Hermitian random matrices: the spherical ensembles A-1B, where A and B are independent complex Ginibre ensembles and the truncation of circular unitary ensembles. The corresponding Berry-Esseen bounds and Cram6r type moderate deviations are established. Our method is based on the estimates of corresponding cumulants. Numerical simulations are also presented to illustrate the theoretical results.
出处 《Frontiers of Mathematics in China》 SCIE CSCD 2017年第4期805-819,共15页 中国高等学校学术文摘·数学(英文)
关键词 Log-determinants Berry-Esseen bounds moderate deviations spherical ensembles circular unitary ensembles Log-determinants, Berry-Esseen bounds, moderate deviations,spherical ensembles, circular unitary ensembles
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