Random permutation matrices under the generalized Ewens measure

central limit theorem characteristic polynomial generalized Ewens measure generating functional moments multiplicative class function random permutation symmetric group

Mathematics Subject Classification ID

Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Random matrices (probabilistic aspects) (60B20)

Abstract: We consider a generalization of the Ewens measure for the symmetric group, calculating moments of the characteristic polynomial and similar multiplicative statistics. In addition, we study the asymptotic behavior of linear statistics (such as the trace of a permutation matrix or of a wreath product) under this new measure.

Review text

Random unitary \(N\times N\)-matrices, the distributions of eigenvalues, traces and characteristic polynomials and their convergence behaviour (for \(N\to\infty\)) have been extensively investigated in the past, Also for matrices belonging to a closed infinite subgroup \(G\) of \(\mathcal{U}_N\). In the paper under review, the authors concentrate on the case of finite subgroups, in particular permutation groups \(\mathcal{S}_N\). This restriction forces them to use different methods and tools, cf., e.g., [\textit{K. Wieand}, Ann. Probab. 28, No. 4, 1563--1587 (2000; Zbl 1044.15017); J. Theor. Probab. 16, No. 3, 599--623 (2003; Zbl 1043.60007); \textit{B. M. Hambly} et al., Stochastic Processes Appl. 90, No. 2, 335--346 (2000; Zbl 1047.60013); \textit{G. Ben Arous} and \textit{K. Dang}, ``On fluctuations of eigenvalues of random permutation matrices, \url{arXiv:1106.2108}]. The authors consider the above mentioned problems for a variety of distributions (`generalized Ewens measures') including the uniformly distributed case. All functions (and measures) considered here are conjugation invariant, hence class functions, and may therefore be considered as functions/measures on \(\mathcal{S}_N\) which are constant on classes, or as objects on the set of classes \(\{C_\lambda\}\), \(\lambda =(\lambda_i)\) denoting the `cycle type' of a permutation (defined by the representation as a product of cycles of length \(\lambda_i\)). Sections 1 and 2 are concerned with basic definitions and properties, in particular with the definition of the afore-mentioned generalized Ewens measures \(P_\Theta\) on \(\mathcal{S}_N\), \(\Theta =(\theta_k)\) denoting a sequence of positive numbers (cf. [\textit{A. Nikeghbali} and \textit{D. Zeindler}, ``The generalized weighted probability measure on the symmetric group and the asymptotic behaviour of the cycles, \url{arXiv:1105.2315}].) A main tool in the investigations are generating functions \(t\mapsto G_\Theta(t)=\exp(\sum \theta_k t^k/k)\) represented as series \(\sum h_n t^n\), and the asymptotic behaviour of the coefficients if the functions satisfy certain smoothness conditions. Section 3 is concerned with moments of characteristic polynomials, more general, multiplicative class functions, and Section 4 with traces of powers of permutations, more general, of functions \(F(\sigma): F:S^1\to \mathbb{C}\) of permutations (additive class functions). In both sections, the emphasis is laid on the asymptotic behaviour (for \(N\to\infty\)), e.g., in case of traces, if \(F\) is a power function, more general, a Laurent polynomial, for suitable generating functions, \(\mathrm{Tr}(F)(\sigma)-Nb_0\) converges in distribution to a random variable representable as series of Poisson variables (\(b_0\) denoting the constant term of \(F\), and \(\mathrm{Tr}(F)(\sigma):=\sum F(\omega_k)\), \(\{\omega_k\}\) denoting the eigenvalues of \(\sigma\). Section 5 generalizes the above models to wreath products of the torus \(S^1\) and \(\mathcal{S}_N\) (consisting of matrices of the form \(\mathrm{diag}(z_1, \dots ,z_N)\sigma\) with \(z_i\in S^1\) and \(\sigma\in\mathcal{S}_N\)). While in Sections 4 and 5, the conditions imply boundedness of variances, in Section 6, for unbounded variances, the authors obtain a central limit theorem for \(\mathrm{Tr}(F)\), under the restriction that \(P_\Theta\) is a `classical' Ewens measure, i.e., with constant \(\theta_k\equiv \theta\), proved again within the framework of wreath products, generalizing a CLT obtained by G. Ben Arous and K. Dang [loc. cit.].

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