Related papers: On the permanent of random Bernoulli matrices

Continuing the computations of the previous paper,[1], we calculate another approximation to the expectation value of the product of two permanents in the ensemble of 0-1 n x n matrices with like row and column sums equal r uniformly…

We establish a superpolynomial lower bound on the range of the permanent function on the set of $n\times n$ matrices with $\pm1$ entries.

Celebrated work of Jerrum, Sinclair, and Vigoda has established that the permanent of a {0,1} matrix can be approximated in randomized polynomial time by using a rapidly mixing Markov chain. A separate strand of the literature has pursued…

In this paper, we confirm six conjectures on the exact values of some permanents, relating them to the Genocchi numbers of the first and second kinds as well as the Euler numbers. For example, we prove that…

Consider a polynomial of large degree n whose coefficients are independent, identically distributed, nondegenerate random variables having zero mean and finite moments of all orders. We show that such a polynomial has exactly k real zeros…

A nonnegative multidimensional matrix is called polystochastic if the sum of its entries over each line is equal to $1$. In this paper we overview known results on positiveness of the permanent of polystochastic matrices and prove that the…

The paper addresses the calculation of correlation functions of permanental polynomials of matrices with random entries. By exploiting a convenient contour integral representation of the matrix permanent some explicit results are provided…

We prove the conjecture about the probability that Pn of Bernulli +- 1 square matrix to be singular and asymptotic expansion of Pn.

We determine, up to lower-order terms in the exponent, the best possible deterministic polynomial-time approximation ratio for the permanent of a Hermitian positive semidefinite matrix. If $A\succeq 0$ has no zero diagonal entry,…

In an earlier paper, we discussed the probability that the determinant of a matrix undergoes the least change upon perturbation of one of its elements, provided that most or all of the elements of the matrix are chosen at random and that…

A well-known result in random matrix theory, proven by Kahn, Koml\'os and Szemer\'edi in 1995, states that a square random matrix with i.i.d. uniform $\{\pm 1\}$ entries is invertible with probability $1-\exp(-\Omega(n))$. As a natural…

A complete characterization of the asymptotic singularity probability of random circulant Bernoulli matrices is given for all values of the probability parameter.

We show that permanents of doubly stochastic matrices with balanced entries are not far away from the minimum $n!/n^n$. As an application, we give a general law of large permanent, answering a question by Bochi, Iommi and Ponce

We prove that with high probability, d+1 random Bernoulli polynomials in d variables of degree n (n goes to infinity) do not possess a common root.

Let $A$ be drawn uniformly at random from the set of all $n\times n$ symmetric matrices with entries in $\{-1,1\}$. We show that \[ \mathbb{P}( \det(A) = 0 ) \leq e^{-cn},\] where $c>0$ is an absolute constant, thereby resolving a…

We study the singularity probability of n*n random matrices with i.i.d. entries from highly biased discrete distributions. We obtain sharp non-asymptotic bounds for this probability and derive estimates on the least singular values. Our…

For a fixed $n\ge2$, consider an $n\times n$ matrix $M$ whose entries are random integers bounded by $k$ in absolute value. In this paper, we examine the probability that $M$ is singular (hence has eigenvalue 0), and the probability that…

Let $\mathscr{U}(n,\tau)$ be the set of all {\rm(0,1)}-matrices of order $n$ with exactly $\tau$ 0's. Brualdi et al. investigated the maximum permanents of all matrices in $\mathscr{U}(n,\tau)$(R.A. Brualdi, J.L. Goldwasser, T.S. Michael,…

In this paper, we investigate the invertibility of sparse symmetric matrices. We show that for an $n\times n$ sparse symmetric random matrix $A$ with $A_{ij} = \delta_{ij} \xi_{ij}$ is invertible with high probability. Here, $\delta_{ij}$s,…

We give an upper bound in O(d ^((n+1)/2)) for the number of critical points of a normal random polynomial with degree d and at most n variables. Using the large deviation principle for the spectral value of large random matrices we obtain…