Integrals over Grassmannians and random permutations.

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

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

zbMATH Keywords

[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=Painlev%EF%BF%BD%EF%BF%BD+equations&go=Go Painlev�� equations]random matricesGrassmanniansrandom permutationsGaussian populations

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)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Some combinatorial properties of Jack symmetric functions
• RELATIONS BETWEEN TWO SETS OF VARIATES
• Some Non-Central Distribution Problems in Multivariate Analysis
• On the distribution of the length of the longest increasing subsequence of random permutations
• Symmetric functions and P-recursiveness
• Pfaff \(\tau\)-functions
• Integrals over classical groups, random permutations, Toda and Toeplitz lattices.
• Normal Multivariate Analysis and the Orthogonal Group
• A variational problem for random Young tableaux
• Longest increasing subsequences: from patience sorting to the Baik-Deift-Johansson theorem
• Asymptotics of Plancherel measures for symmetric groups
• Discrete orthogonal polynomial ensembles and the Plancherel measure
• Selberg Integrals and Hypergeometric Functions Associated with Jack Polynomials
• On random matrices from the compact classical groups
• Hermitian, symmetric and symplectic random ensembles: PDEs for the distribution of the spectrum.
• Painlevé Classification of a Class of Differential Equations of the Second Order and Second Degree
• Increasing subsequences and the classical groups
• Distributions on partitions, point processes, and the hypergeometric kernel
• Jacobi Polynomials Associated with Selberg Integrals
• \(z\)-measures on partitions, Robinson-Schensted-Knuth correspondence, and \(\beta=2\) random matrix ensembles
• Random matrices, Virasoro algebras, and noncommutative KP.
• An extension of Schensted's theorem
• Algebraic aspects of increasing subsequences
• The longest increasing subsequence in a random permutation and a unitary random matrix model
• On the distributions of the lengths of the longest monotone subsequences in random words
• Unitary matrix models and Painlevé. III
• Integrable lattices: Random matrices and random permutations

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)