  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
weighted. Here we consider the Bernoulli random matrix ensemble where each
entry independently has a probability p=r/n of being one, otherwise zero. We
denote the expectations of the approximation ensemble of [1] by E, and the
expectations of the present approximation ensemble, the Bernoulli random matrix
ensemble, by E*. One has for these
  lim_{r to infinity}( lim_{n to infinity} (1/n) ln(E(perm_m(A)))
  -lim_{n to infinity} (1/n) ln(E*(perm_m(A))) ) = 0 and
  lim_{n to infinity} (1/n) ln(E(perm_m(A)perm_m'(A))) =
  lim_{n to infinity} (1/n) ln(E(perm_m(A))) +
  lim_{n to infinity} (1/n) ln(E(perm_m'(A)))
  Here and in all such formulas the subscripts m,m' are assumed proportional to
n. It seems likely to us that
  lim_{r to infinity}( lim_{n to infinity} (1/n) ln(E*(perm_m(A)perm_m'(A)))
  - lim_{n to infinity} (1/n) ln(E*(perm_m(A))) +
  - lim_{n to infinity} (1/n) ln(E*(perm_m'(A))) ) = 0
  We believe: "E gives us the `correct' expectations in these equations, and E*
is only `correct' in the r to infinity limit."
