Frank Sinatra came home to New Jersey to celebrate his 75th birthday at a sold-out concert attended by celebrity pals and 19,000 adoring fans. The Hoboken native performed Wednesday at Byrne Arena, where celebrity guests included Tony Bennett, husband and wife Steve Lawrence and Eydie Gorme, actor Roger Moore, Robert Wagner and his wife, Jill St. John, comedians Alan King and Joe Piscopo, Eli Wallach and entertainer Harry Connick Jr. Liza Minnelli joined Ol' Blue Eyes on stage in singing ``New York, New York.'' Sinatra's shows here on Tuesday and Wednesday kicked off his nationwide 75th birthday tour.