Symmetric functionals on random matrices and random matchings problems (Q2460699)

This monograph provides an account of recent research on questions related to asymptotics for random permanents and random matchings. The material is organised in seven chapters with Chapters 1 and 2 giving the necessary background for those new to this area. Chapter 1 reviews the connection between random matchings, random permanents and \(U\)-statistics. The concept of a \(P\)-statistic, or rescaled generalized permanent, is also introduced in Chapter 1 and the properties of \(P\)-statistics developed in Chapter 2. Chapter 2 covers the H-decomposition for \(P\)-statistics and the variance formula for these statistics. Chapter 3 focusses on the asymptotics of random permanents utilizing results for exchangeable random variables and martingale techniques to obtain central limit theorems and strong laws of large numbers. Chapter 4 presents a more general treatment via functional limit theorems and weak convergence of iterative stochastic integrals. In Chapter 5 the asymptotic results for random permanents are extended to \(P\)-statistics producing results for a large class of matchings. The limit laws are expressed in terms of multiple Wiener-Itô integrals. Chapter 6 investigates the connection between \(P\)-statistics and incomplete \(U\)-statistics. The concepts of an incomplete permanent design scheme and minimal rectangular schemes are analyzed. Chapter 7 presents some recent work on the asymptotic lognormality of sequences of products of increasing sums of independent and identically distributed random variables. Extensions to the \(U\)-statistics analogues are given along with an application producing a limit theorem for random determinants of Wishart matrices. Each chapter finishes with a brief section on bibliographic details. These sections place the work in context providing references to key papers in the area as well as other sources of background information. The text is accessible to graduate students with a basic background in probability theory and statistics.