Concentration of permanent estimators for certain large matrices
| dc.creator | Friedland, Shmuel | |
| dc.creator | Rider, Brian | |
| dc.creator | Zeitouni, Ofer | |
| dc.date | 2004-07-08 | |
| dc.date.accessioned | 2026-07-07T05:10:06Z | |
| dc.date.available | 2026-07-07T05:10:06Z | |
| dc.description | Let A_n=(a_{ij})_{i,j=1}^n be an n\times n positive matrix with entries in [a,b], 0<a\le b. Let X_n=(\sqrta_{ij}x_{ij})_{i,j=1}^n be a random matrix, where {x_{ij}} are i.i.d. N(0,1) random variables. We show that for large n, \det (X_n^TX_n) concentrates sharply at the permanent of A_n, in the sense that n^{-1}\log (\det(X_n^TX_n)/perA_n)\to_{n\to\infty}0 in probability. | |
| dc.identifier | https://arxiv.org/abs/math/0407139 | |
| dc.identifier | http://arxiv.org/abs/math/0407139 | |
| dc.identifier | Annals of Probability 2004, Vol. 14, No. 3, 1559-1576 | |
| dc.identifier | doi:10.1214/105051604000000396 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/71822 | |
| dc.subject | Probability | |
| dc.subject | 15A52 (Primary) | |
| dc.title | Concentration of permanent estimators for certain large matrices | |
| dc.type | text |