Random permutations and the discrete Bessel kernel

MaRDI QIDQ2759650zbMATH OpenFDO

Authors Kurt Johansson

Publication date 23 June 2002

Full work available at URL http://www.msri.org/communications/books/Book40/

zbMATH Keywords

random Hermitian matrixrandom permutationsTracy-Widom distribution

Mathematics Subject Classification ID

Asymptotic enumeration (05A16) Probability distributions: general theory (60E05) Asymptotic distribution theory in statistics (62E20)

Review text

Let \(l_n(\sigma)\) denote the length of a longest increasing subsequence in a permutation \(\sigma\in S_n\), and let \(l_n\) denote the same length of a random permutation from \(S_n\). Whether the random variable \(L(\alpha)\) represents the Poissonization of \(l_n\), then the aim of this paper is to prove (again) the following formula NEWLINE\[NEWLINE\lim_{\alpha\to \infty}{\mathbf P}[L(\alpha)\leq 2\sqrt\alpha+ t\cdot\alpha^{1/6}]= F(t),\tag{\(\#\)}NEWLINE\]NEWLINE where \(F(t)\), \(t\in\mathbb{R}\), is referred as the Tracy-Widom distribution. The author outlines the basic steps of the proof for the \((\#)\) relation, the novel approach consisting in the avoidance of the use, within the proof of \((\#)\), of the Gessel's formula and Toeplitz determinants. The behaviour of \(l_n(\sigma)\), for large \(n\), as the largest eigenvalue of a large random Hermitian matrix explains why the largest eigenvalue distribution appears in \((\#)\).NEWLINENEWLINEFor the entire collection see [Zbl 0967.00059].

Recommendations

• On the distribution of the length of the longest increasing subsequence of random permutations
• The longest increasing subsequence in a random permutation and a unitary random matrix model
• On increasing subsequences of random permutations
• The asymptotics of monotone subsequences of involutions
• Permutations without long decreasing subsequences and random matrices

Cited in

(6)

• Random discretization of the finite Fourier transform and related kernel random matrices
• Symmetrized random permutations
• Gaussian fluctuations of Young diagrams and structure constants of Jack characters
• Increasing subsequences and the hard-to-soft edge transition in matrix ensembles
• A Stirling-type formula for the distribution of the length of longest increasing subsequences
• Asymptotics of the Airy-kernel determinant

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