Permanents of heavy-tailed random matrices with positive elements
Abstract
We study the asymptotic behavior of permanents of n × n random matrices A with positive entries. We assume that A has either i.i.d. entries or is a symmetric matrix with the i.i.d. upper triangle. Under the assumption that elements have power law decaying tails, we prove a strong law of large numbers for A. We calculate the values of the limit n ∞ An n in terms of the exponent of the power law distribution decay, and observe a first order phase transition in the limit as the mean becomes infinite. The methods extend to a wide class of rectangular matrices. It is also shown that, in finite mean regime, the limiting behavior holds uniformly over all submatrices of linear size.
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