Asymptotic expansions relating to the distribution of the length of longest increasing subsequences

Abstract

We study the distribution of the length of longest increasing subsequences in random permutations of $n$ integers as $n$ grows large and establish an asymptotic expansion in powers of $n^{-1/3}$. Whilst the limit law was already shown by Baik, Deift and Johansson to be the GUE Tracy-Widom distribution $F$, we find explicit analytic expressions of the first few finite-size correction terms as linear combinations of higher order derivatives of $F$ with rational polynomial coefficients. Our proof replaces Johansson's de-Poissonization, which is based on monotonicity as a Tauberian condition, by analytic de-Poissonization of Jacquet and Szpankowski, which is based on growth conditions in the complex plane; it is subject to a tameness hypothesis concerning complex zeros of the analytically continued Poissonized length distribution. In a preparatory step an expansion of the hard-to-soft edge transition law of LUE is studied, which is lifted into an expansion of the Poissonized length distribution for large intensities. Finally, expansions of Stirling-type approximations and of the expected value and variance of the length distribution are given.