On smooth mesoscopic linear statistics of the eigenvalues of random permutation matrices

DOI10.1007/S10959-021-01106-4MaRDI QIDQ2677002zbMATH OpenOpenAlexFDO

Authors Valentin Bahier, Joseph Najnudel

Publication date 29 September 2022

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1910.03621

zbMATH Keywords

linear statistics of eigenvaluesmesoscopic scalerandom permutation matrices

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05)

Abstract: We study the limiting behavior of smooth linear statistics of the spectrum of random permutation matrices in the mesoscopic regime, when the permutation follows one of the Ewens measures on the symmetric group. If we apply a smooth enough test function $f$ to all the determinations of the eigenangles of the permutations, we get a convergence in distribution when the order of the permutation tends to infinity. Two distinct kinds of limit appear: if $f(0)eq0$, we have a central limit theorem with a logarithmic variance, and if $f(0)=0$, the convergence holds without normalization and the limit involves a scale-invariant Poisson point process.

Recommendations

• On fluctuations of eigenvalues of random permutation matrices
• The distribution of eigenvalues of randomized permutation matrices
• On asymptotic behavior of multilinear eigenvalue statistics of random matrices
• Eigenvalue distributions of random permutation matrices.
• Linear eigenvalue statistics of random matrices with a variance profile
• Fluctuations of linear eigenvalue statistics of random band matrices
• Eigenvalues of random lifts and polynomials of random permutation matrices
• On universality of the smoothed eigenvalue density of large random matrices
• Statistical properties of eigenvectors and eigenvalues of structured random matrices

Cites work

• A Tale of Three Couplings: Poisson–Dirichlet and GEM Approximations for Random Permutations
• Characteristic polynomials of modified permutation matrices at microscopic scale
• Eigenvalue distributions of random permutation matrices.
• Eigenvalue distributions of random unitary matrices
• Eigenvalues of random wreath products
• Gaussian and non-Gaussian fluctuations for mesoscopic linear statistics in determinantal processes
• Gaussian fluctuation for the number of particles in Airy, Bessel, sine, and other determinantal random point fields
• Linear functionals of eigenvalues of random matrices
• Logarithmic combinatorial structures: A probabilistic approach
• Mesoscopic eigenvalue statistics of Wigner matrices
• Mesoscopic fluctuations for the thinned circular unitary ensemble
• Mesoscopic fluctuations for unitary invariant ensembles
• Mesoscopic fluctuations of the zeta zeros
• Mesoscopic linear statistics of Wigner matrices of mixed symmetry class
• On a limiting point process related to modified permutation matrices
• On fluctuations of eigenvalues of random permutation matrices
• On Mesoscopic Equilibrium for Linear Statistics in Dyson’s Brownian Motion
• On random matrices from the compact classical groups
• On the central role of the scale invariant Poisson processes on (0,infty)
• On the Eigenvalues of Random Matrices
• On the number of eigenvalues of modified permutation matrices in mesoscopic intervals
• Permutation matrices, wreath products, and the distribution of eigenvalues
• Random permutation matrices under the generalized Ewens measure
• Subcritical multiplicative chaos for regularized counting statistics from random matrix theory
• The central limit theorem for local linear statistics in classical compact groups and related combinatorial identities
• The circular unitary ensemble and the Riemann zeta function: the microscopic landscape and a new approach to ratios
• The distribution of eigenvalues of randomized permutation matrices
• The fundamental limit theorems in probability
• The Poisson distribution for linear statistics of random permutations
• The sampling theory of selectively neutral alleles

Cited in

(7)

• Random permutation matrices under the generalized Ewens measure
• Characteristic polynomials of modified permutation matrices at microscopic scale
• Spectral statistics of permutation matrices
• The distribution of eigenvalues of randomized permutation matrices
• Convergence of moments of twisted COE matrices
• On a limiting point process related to modified permutation matrices
• A functional central limit theorem for weighted occupancy processes of the Karlin model

This page was built for publication: On smooth mesoscopic linear statistics of the eigenvalues of random permutation matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2677002)