Random matrices: Law of the iterated logarithm

Abstract

The theory of random matrices contains many central limit theorems. We have central limit theorems for eigenvalues statistics, for the log-determinant and log-permanent, for limiting distribution of individual eigenvalues in the bulk, and many others. In this notes, we discuss the following problem: Is it possible to prove the law of the iterated logarithm? We illustrate this possibility by showing that this is indeed the case for the log of the permanent of random Bernoulli matrices and pose open questions concerning several other matrix parameters.