Concentration of Random Determinants and Permanent Estimators
نویسندگان
چکیده
We show that the absolute value of the determinant of a matrix with random independent (but not necessarily i.i.d.) entries is strongly concentrated around its mean. As an application, we show that Godsil–Gutman and Barvinok estimators for the permanent of a strictly positive matrix give subexponential approximation ratios with high probability. A positive answer to the main conjecture of the paper would lead to polynomial approximation ratios in the above problem.
منابع مشابه
Concentration of permanent estimators for certain large matrices
Let An = (aij)i,j=1 be an n × n positive matrix with entries in [a, b], 0 < a ≤ b. Let Xn = ( √ aijxij)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 nXn) concentrates sharply at the permanent of An, in the sense that n−1 log(det(X nXn)/per An)→n→∞ 0 in probability. Short title: Concentration for permanent estimators.
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ورودعنوان ژورنال:
- SIAM J. Discrete Math.
دوره 23 شماره
صفحات -
تاریخ انتشار 2009