Singular Values of Gaussian Matrices and Permanent Estimators

被引:11
作者
Rudelson, Mark [1 ]
Zeitouni, Ofer [2 ,3 ]
机构
[1] Univ Michigan, Dept Math, Ann Arbor, MI 48109 USA
[2] Weizmann Inst Sci, Fac Math & Comp Sci, IL-7610001 Rehovot, Israel
[3] NYU, Courant Inst Math Sci, New York, NY 10012 USA
基金
美国国家科学基金会; 以色列科学基金会;
关键词
permanents; singular values; random matrices; perfect matchings; MONTE-CARLO ALGORITHM; DETERMINANTS;
D O I
10.1002/rsa.20564
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
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. (c) 2014 Wiley Periodicals, Inc.
引用
收藏
页码:183 / 212
页数:30
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