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Random determinants

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Abstract

In the survey, the principal assertions of the theory of random determinants are collected. The theory emerged on the borderline between probability theory and sciences related to it: control theory, statistical physics, nuclear physics, multivariate statistical analysis, and solid-state physics. The applications are discussed of the theory of random determinants to statistical analysis of observations on random vectors of growing dimension.

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Translated from Itogi Nauki i Tekhniki, Teoriya Veroyatnostei, Matematicheskaya Statistika, Teoreticheskaya Kibernetika, Vol. 24, pp. 3–51, 1986.

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Girko, V.L. Random determinants. J Math Sci 42, 1731–1765 (1988). https://doi.org/10.1007/BF01095507

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