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Showing 2004 · math.PRShow all
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math.PR2004★ 1 cited
A CLT for a band matrix model
Greg Anderson, Ofer Zeitouni
A law of large numbers and a central limit theorem are derived for linear statistics of random symmetric matrices whose on-or-above diagonal entries are independent, but neither ne…
math.PR2004★ 30 cited
Concentration of permanent estimators for certain large matrices
Shmuel Friedland, Brian Rider, Ofer Zeitouni
Let A_n=(a_{ij})_{i,j=1}^n be an n\times n positive matrix with entries in [a,b], 0<a\le b. Let X_n=(\sqrta_{ij}x_{ij})_{i,j=1}^n be a random matrix, where {x_{ij}} are i.i.d. N(0,…