The distribution of permutation matrix entries under randomized basis

DOI10.1007/S10959-019-00910-3MaRDI QIDQ785405zbMATH OpenOpenAlexWikidataFDO

Authors Benjamin Tsou

Publication date 6 August 2020

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

Full work available at URL https://arxiv.org/abs/1509.06505

zbMATH Keywords

Haar measurelinear statisticsrandom matrixrandom permutationtrace

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Combinatorial probability (60C05) Probability distributions: general theory (60E05) Central limit and other weak theorems (60F05)

Abstract: We study the distribution of entries of a random permutation matrix under a "randomized basis," i.e., we conjugate the random permutation matrix by an independent random orthogonal matrix drawn from Haar measure. It is shown that under certain conditions, the linear combination of entries of a random permutation matrix under a "randomized basis" converges to a sum of independent variables $sY+Z$ where $Y$ is Poisson distributed, $Z$ is normally distributed, and $s$ is a constant.

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Cited in

(5)

• On the dependence of the maximum cycle mean of a matrix on permutations of the rows and columns
• Kronecker product permutation matrices and their application to moment matrices of the normal distribution
• On the probability of two randomly generated \(S\)-permutation matrices to be disjoint
• scientific article; zbMATH DE number 1792574 (Why is no real title available?)
• A simplified formula for quantification of the probability of deterministic assignments in permuted block randomization

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