SearcharxivSearch

arXiv · 1807.05633

A central limit theorem for star-generators of $S_{\infty}$, which relates to the law of a GUE matrix

Abstract

It is well-known that, on a purely algebraic level, a simplified algebraic version of the Central Limit Theorem (CLT) can be proved in the framework of a noncommutative probability space, under the hypotheses that the sequence of non-commutative random variables we consider is exchangeable and obeys a certain vanishing condition of some of its joint moments. In this approach (which covers versions for both the classical CLT and the CLT of free probability), the determination of the resulting limit law has to be addressed on a case-by-case basis. In this paper we discuss an instance of the above theorem which takes place in the framework of the group algebra of the infinite symmetric group $S_{\infty}$: the exchangeable sequence that is considered consists of the star-generators of $S_{\infty}$, and the expectation functional used on the group algebra of $S_{\infty}$ depends in a natural way on a parameter $d$, which is a positive integer. We identify precisely the limit distribution $\mu_d$ for this special instance of exchangeable CLT, via a connection that $\mu_d$ turns out to have with the average empirical eigenvalue distribution of a random GUE matrix of size $d \times d$. Moreover, we put into evidence a multi-variate version of this result which follows from the observation that, on the level of calculations with pair-partitions, the (non-centred) star-generators are related to a (centred) exchangeable sequence of GUE matrices with independent entries

Explore related subjects

Keep this discovery

BibTeXRIS

Claus Koestler, Alexandru Nica. 2018-07-15. A central limit theorem for star-generators of $S_{\infty}$, which relates to the law of a GUE matrix. https://arxiv.org/abs/1807.05633

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR