Integrals over Grassmannians and random permutations.

DOI10.1016/J.AIM.2003.07.008zbMATH Open1036.60029arXivmath/0110281OpenAlexW2052775030MaRDI QIDQ1421398FDOQ1421398

Authors: Mark Adler, Pierre van Moerbeke 

Publication date: 26 January 2004

Published in: Advances in Mathematics (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/math/0110281

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zbMATH Keywords

random matricesGrassmanniansrandom permutationsGaussian populationsPainlevé equations

Mathematics Subject Classification ID

Gaussian processes (60G15) Random matrices (algebraic aspects) (15B52) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Exterior algebra, Grassmann algebras (15A75) Painlevé-type functions (33E17)

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Cited In (9)

• Character expansion of matrix integrals
• Hypergeometric functions as infinite-soliton tau functions
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• 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

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