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Concentration of permanent estimators for certain large matrices (2004).
| Content Provider | CiteSeerX |
|---|---|
| Author | Friedland, Shmuel Rider, Brian Zeitouni, Ofer |
| Abstract | Let An = (aij) n i,j=1 be an n × n positive matrix with entries in [a,b], 0 < a ≤ b. Let Xn = ( √ aijxij) n i,j=1 be a random matrix, where {xij} are i.i.d. N(0,1) random variables. We show that for large n, det(X T n Xn) concentrates sharply at the permanent of An, in the sense that n −1 log(det(X T n Xn)/perAn) →n→ ∞ 0 in probability. |
| File Format | |
| Publisher Date | 2004-01-01 |
| Access Restriction | Open |
| Subject Keyword | Random Variable Random Matrix Positive Matrix |
| Content Type | Text |