Integrals over Grassmannians and random permutations. (Q1421398): Difference between revisions

A great amount of interest in matrix Fourier-like integrals over the classical groups \(O({l}),\) \(Sp({l})\) and \(U({l})\) has been attracted due to their connection with the distribution of the length of the longest increasing sequence in random permutations and random involutions and also with the spectrum of random matrices. The first work is due to \textit{I. M. Gessel} [J. Comb. Theory, Ser. A 53, 257--285 (1990; Zbl 0704.05001)], who considered the probability that the length of the longest increasing sequence of a random permutation be less or equal to \({l},\) assuming uniform distribution on the permutations. He showed that a certain generating function of this probability equals a Teoplitz matrix. \textit{M. Hisakado} [Mod. Phys. Lett. A 11, 3001--3010 (1996; Zbl 1022.81739)] has also shown that this generating function is related to a solution of a Painlevé equation. The main purpose of the present paper is to investigate integrals over symmetric spaces, in particular over Grassmannians and to investigate their expansion and their connection to combinatorics and Painlevé equation. The considered integrals turn out to be the Fourier transform of the sample canonical correlation distribution for two Gaussian populations. These integrals also relate to the Wishart distribution as a special case.