On fluctuations of eigenvalues of random permutation matrices

DOI10.1214/13-AIHP569MaRDI QIDQ2346189zbMATH OpenFDO

Authors Gerard Ben Arous, Kim Dang

Publication date 29 May 2015

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1106.2108, https://projecteuclid.org/euclid.aihp/1428672685

zbMATH Keywords

infinitely divisible distributionslinear eigenvalue statisticsrandom matricesrandom permutationstrapezoidal approximations

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Random matrices (probabilistic aspects) (60B20) Combinatorial probability (60C05) Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Numerical integration (65D30)

Abstract: Smooth linear statistics of random permutation matrices, sampled under a general Ewens distribution, exhibit an interesting non-universality phenomenon. Though they have bounded variance, their fluctuations are asymptotically non-Gaussian but infinitely divisible. The fluctuations are asymptotically Gaussian for less smooth linear statistics for which the variance diverges. The degree of smoothness is measured in terms of the quality of the trapezoidal approximations of the integral of the observable.

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Cited in

(13)

• On the number of eigenvalues of modified permutation matrices in mesoscopic intervals
• Eigenvalue distributions of random permutation matrices.
• Random permutation matrices under the generalized Ewens measure
• Central limit theorems for linear statistics of heavy tailed random matrices
• Exchangeable pairs, switchings, and random regular graphs
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• Spectral statistics of permutation matrices
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• On a limiting point process related to modified permutation matrices
• Global eigenvalue fluctuations of random biregular bipartite graphs
• A functional central limit theorem for weighted occupancy processes of the Karlin model
• The distribution of permutation matrix entries under randomized basis

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