An edge CLT for the log determinant of Wigner ensembles

Iain M. Johnstone, Yegor Klochkov, Alexei Onatski +1

We derive a Central Limit Theorem (CLT) for $\log \left|\det \left(W_N-E_N\right)\right|,$ where $W_N$ is a Wigner matrix, and $E_N$ is local to the edge of the se…