Geodesic
Random determinants
Itogi nauki i tehniki. Seriâ, Teoriâ veroâtnostej. Matematičeskaâ statistika. Teoretičeskaâ kibernetika, Tome 24 (1986), pp. 3-51

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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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     author = {V. L. Girko},
     title = {Random determinants},
     journal = {Itogi nauki i tehniki. Seri\^a, Teori\^a vero\^atnostej. Matemati\v{c}eska\^a statistika. Teoreti\v{c}eska\^a kibernetika},
     pages = {3--51},
     publisher = {mathdoc},
     volume = {24},
     year = {1986},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/INTV_1986_24_a0/}
}
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V. L. Girko. Random determinants. Itogi nauki i tehniki. Seriâ, Teoriâ veroâtnostej. Matematičeskaâ statistika. Teoretičeskaâ kibernetika, Tome 24 (1986), pp. 3-51. http://geodesic.mathdoc.fr/item/INTV_1986_24_a0/