arXiv Analytics

Sign in

arXiv:1301.6268 [math.PR]AbstractReferencesReviewsResources

Singular values of Gaussian matrices and permanent estimators

Mark Rudelson, Ofer Zeitouni

Published 2013-01-26, updated 2014-08-29Version 3

We present estimates on the small singular values of a class of matrices with independent Gaussian entries and inhomogeneous variance profile, satisfying a broad-connectedness condition. Using these estimates and concentration of measure for the spectrum of Gaussian matrices with independent entries, we prove that for a large class of graphs satisfying an appropriate expansion property, the Barvinok--Godsil-Gutman estimator for the permanent achieves sub-exponential errors with high probability.

Comments: small revision, no major changes. Changed terminology to "broadly connected". Corrected error in probability estimate in statement of theorems 1.4 and 1.5
Categories: math.PR, cs.DS
Related articles: Most relevant | Search more
arXiv:0905.1909 [math.PR] (Published 2009-05-12)
Concentration of random determinants and permanent estimators
arXiv:math/0407139 [math.PR] (Published 2004-07-08)
Concentration of permanent estimators for certain large matrices
arXiv:1306.6576 [math.PR] (Published 2013-06-27, updated 2014-07-16)
On the largest Lyapunov exponent for products of Gaussian matrices