Law of large numbers and central limit theorems through Jack generating functions

DOI10.1016/J.AIM.2020.107545zbMATH Open1473.60012arXiv1807.09928OpenAlexW3119328797MaRDI QIDQ2227264FDOQ2227264

Jiaoyang Huang

Publication date: 15 February 2021

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

Abstract: In a series of papers [22-24] by Bufetov and Gorin, Schur generating functions as the Fourier transforms on the unitary group $U(N)$, are introduced to study the asymptotic behaviors of random $N$-particle systems. We introduce and study the Jack generating functions of random $N$-particle systems. In special cases, this can be viewed as the Fourier transforms on the Gelfand pairs $(G{L}_N(mathbbR),O(N))$, $(G{L}_N(mathbbC),U(N))$ and $(G{L}_N(mathbbH),Sp(N))$. Our main results state that the law of large numbers and the central limit theorems for such particle systems, is equivalent to certain conditions on the germ at unity of their Jack generating functions. Our main tool is the Nazarov-Sklyanin operators [50], which have Jack symmetric functions as their eigenfunctions. As applications, we derive asymptotics of Jack characters, prove law of large numbers and central limit theorems for the Littlewood-Richardson coefficients of zonal polynomials, and show that the fluctuations of the height functions of a general family of nonintersecting random walks are asymptotically equal to those of the pullback of the Gaussian free field on the upper half plane.

Full work available at URL: https://arxiv.org/abs/1807.09928

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zbMATH Keywords

law of large numberscentral limit theoremsJack symmetric functionsrandom partitions

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Symmetric functions and generalizations (05E05) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Continuum models (systems of particles, etc.) arising in equilibrium statistical mechanics (82B21)

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Cited In (5)

• Central limit theorems from the roots of probability generating functions
• Asymptotics of discrete \(\beta \)-corners processes via two-level discrete loop equations
• Gaussian fluctuations for products of random matrices
• Dynamical loop equation
• Matrix addition and the Dunkl transform at high temperature

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