Integrals over Grassmannians and random permutations.
From MaRDI portal
Abstract: In testing the independence of two Gaussian populations, one computes the distribution of the sample canonical correlation coefficients, given that the actual correlation is zero. The "Laplace transform" of this distribution is not only an integral over the Grassmannian of p-dimensional planes in complex n-space, but is also related to a generalized hypergeometric function. Such integrals are solutions of Painlev'e-like equations. They also have expansions, related to random words of length l formed with an alphabet of p letters. Given that each letter appears in the word, the maximal length of the disjoint union of p increasing subsequences of the word clearly equals l. But the maximal length of the disjoint union of p-1 increasing subsequences leads to a non-trivial distribution. It is precisely this probability which appears in the expansion above.
Recommendations
- Expectations of hook products on large partitions and the chi-square distribution
- Integrals over classical groups, random permutations, Toda and Toeplitz lattices.
- scientific article; zbMATH DE number 1747331
- Integrable lattices: Random matrices and random permutations
- On the distributions of the lengths of the longest monotone subsequences in random words
Cites work
- scientific article; zbMATH DE number 3886886 (Why is no real title available?)
- scientific article; zbMATH DE number 3864136 (Why is no real title available?)
- scientific article; zbMATH DE number 3957110 (Why is no real title available?)
- scientific article; zbMATH DE number 3766017 (Why is no real title available?)
- scientific article; zbMATH DE number 41535 (Why is no real title available?)
- scientific article; zbMATH DE number 51129 (Why is no real title available?)
- scientific article; zbMATH DE number 3473265 (Why is no real title available?)
- scientific article; zbMATH DE number 3630761 (Why is no real title available?)
- scientific article; zbMATH DE number 1033382 (Why is no real title available?)
- scientific article; zbMATH DE number 848097 (Why is no real title available?)
- scientific article; zbMATH DE number 3198571 (Why is no real title available?)
- A variational problem for random Young tableaux
- Algebraic aspects of increasing subsequences
- An extension of Schensted's theorem
- Asymptotics of Plancherel measures for symmetric groups
- Discrete orthogonal polynomial ensembles and the Plancherel measure
- Distributions on partitions, point processes, and the hypergeometric kernel
- Hermitian, symmetric and symplectic random ensembles: PDEs for the distribution of the spectrum.
- Increasing subsequences and the classical groups
- Integrable lattices: Random matrices and random permutations
- Integrals over classical groups, random permutations, Toda and Toeplitz lattices.
- Jacobi Polynomials Associated with Selberg Integrals
- Longest increasing subsequences: from patience sorting to the Baik-Deift-Johansson theorem
- Normal Multivariate Analysis and the Orthogonal Group
- On random matrices from the compact classical groups
- On the distribution of the length of the longest increasing subsequence of random permutations
- On the distributions of the lengths of the longest monotone subsequences in random words
- Painlevé Classification of a Class of Differential Equations of the Second Order and Second Degree
- Pfaff \(\tau\)-functions
- RELATIONS BETWEEN TWO SETS OF VARIATES
- Random matrices, Virasoro algebras, and noncommutative KP.
- Selberg Integrals and Hypergeometric Functions Associated with Jack Polynomials
- Some Non-Central Distribution Problems in Multivariate Analysis
- Some combinatorial properties of Jack symmetric functions
- Symmetric functions and P-recursiveness
- The longest increasing subsequence in a random permutation and a unitary random matrix model
- Unitary matrix models and Painlevé. III
- \(z\)-measures on partitions, Robinson-Schensted-Knuth correspondence, and \(\beta=2\) random matrix ensembles
Cited in
(9)- Character expansion of matrix integrals
- Hypergeometric functions as infinite-soliton tau functions
- Z-measures on partitions and their scaling limits
- Soliton theory, symmetric functions and matrix integrals
- Symmetric matrix ensemble and integrable hydrodynamic chains
- Polynomial solution of quantum Grassmann matrices
- Integrals over classical groups, random permutations, Toda and Toeplitz lattices.
- 1/2 BPS structure constants and random matrices
- Expectations of hook products on large partitions and the chi-square distribution
This page was built for publication: Integrals over Grassmannians and random permutations.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1421398)
