Abstract
Central limit theorems for permanents of random m×n matrices of iid columns with a common intercomponent correlation as n−m→∞ are derived. The results are obtained by introducing a Hoeffding-like orthogonal decomposition of a random permanent and deriving the variance formulae for a permanent with the homogeneous correlation structure.
Similar content being viewed by others
REFERENCES
Borovskikh, Y. V., and Korolyuk, V. S. (1994). Random permanents and symmetric statistics. Acta Appl. Math. 36, 227-288.
Girko, V. L. (1990). Theory of random determinants. In Mathematics and Its Applications (Soviet Series), Vol. 45, Kluwer Academic Publishers Group, Dordrecht. [Translated from Russian.]
Janson, S. (1994). The numbers of spanning trees, Hamilton cycles and perfect matchings in a random graph. Combin. Probab. Comput. 3, 97-126.
Kaneva, E. Y. (1995). Random permanents of mixed multisample matrices. Ukraïn. Mat. Zh. 47, 1002-1005.
Kaneva, E. Y. and Korolyuk, V. S. (1996). Random permanents of mixed sample matrices, Ukraïn. Mat. Zh. 48(1), 44-49.
Korolyuk, V. S., and Borovskikh, Y. V. (1992). Random permanents and symmetric statistics. In Probability Theory and Mathematical Statistics (Kiev, 1991), pp. 176-187, World Sci. Publishing, River Edge, NJ.
Korolyuk, V. S., and Borovskikh, Y. V. (1995). Normal approximation of random permanents. Ukraïn. Mat. Zh. 47, 922-927.
Minc, H. (1978). Permanents, Addison-Wesley, Reading, Massachusetts. With a foreword by Marvin Marcus, Encyclopedia of Mathematics and Its Applications, Vol. 6.
Rempała, G. (1996). Asymptotic behavior of random permanents. Random Oper. Stochastic Equations 4, 33-42.
Rempała, G., and Wesołowski, J. (1999). Limiting behavior of random permanents. Statist. Probab. Lett. 45, 149-158.
Székely, G. J. (1982). A limit theorem for elementary symmetric polynomials of independent random variables. Z. Wahrsch. Verw. Gebiete 59, 355-359.
Székely, G. J., and Szeidl, L. (1995). On the limit distribution of random permanents, In Exploring Stochastic Laws, pp. 443-455. VSP, Utrecht.
van Es, A. J., and Helmers, R. (1988). Elementary symmetric polynomials of increasing order. Probab. Theory Related Fields 80, 21-35.
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
Rempała, G.A., Wesołowski, J. Central Limit Theorems for Random Permanents with Correlation Structure. Journal of Theoretical Probability 15, 63–76 (2002). https://doi.org/10.1023/A:1013837205669
Issue Date:
DOI: https://doi.org/10.1023/A:1013837205669