Concentration of permanent estimators for certain large matrices
成果类型：
Article
署名作者：
Friedland, S; Rider, B; Zeitouni, O
署名单位：
University of Illinois System; University of Illinois Chicago; University of Illinois Chicago Hospital; Duke University; University of Minnesota System; University of Minnesota Twin Cities
刊物名称：
ANNALS OF APPLIED PROBABILITY
ISSN/ISSBN：
1050-5164
DOI：
10.1214/105051604000000396
发表日期：
2004
页码：
1559-1576
关键词：
摘要：
Let A(n) = (a(ij))(i,j=1)(n) be an n x n positive matrix with entries in [a, b], 0 < a less than or equal to b. Let X-n = (roota(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((XnXn)-X-T) concentrates sharply at the permanent of A(n), in the sense that n(-1) log(det((XnXn)-X-T)/per A(n)) --> (n --> infinity) 0 in probability.
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