## Logarithmic law: twenty years later.(English. Ukrainian original)Zbl 0955.60054

Theory Probab. Math. Stat. 60, 19-27 (2000); translation from Teor. Jmovirn. Mat. Stat. 60, 17-25 (1999).
Let $$\Xi=\bigl(\xi_{ij}^{(n)}\bigr)_{i,j=1}^{n}$$ be a random matrix such that the random variables $$\xi_{ij}^{(n)}$$ are independent, $$E\xi_{ij}^{(n)}=0$$, $$\operatorname {Var}\xi_{ij}^{(n)}=1.$$ Approximately twenty years passed since the author has published the logarithmic law for random determinants. He proved that under the assumption $$E\bigl[\xi_{ij}^{(n)}\bigr]^4=3$$, $$i,j=1,2,\ldots$$, the following assertion holds true $\lim_{n\to\infty}P\Biggl({\ln \det\Xi^2 - \ln[(n-1)!]\over \sqrt{2\ln n}}<x\Biggr)= {1\over \sqrt{2\pi}}\int_{-\infty}^x \exp\Biggl( {u^2\over 2}\Biggr) du.$ The assertion $$E[\xi_{ij}^{(n)}]^4=3$$ is seemed very strict. In this paper the author proves the logarithmic law without this assertion. He proves that the logarithmic law holds true under the condition $$\sup_n \sup_{i,j} E|\xi_{ij}^{(n)}|^{4+\delta}<\infty$$ for some $$\delta>0$$.

### MSC:

 60G60 Random fields 62M20 Inference from stochastic processes and prediction