Polya's random walk theorem
This note presents a proof of Pólya's random walk theorem using classical methods from special function theory and asymptotic analysis.
math.PR↗
arXiv subjects
Jonathan Novak
Publications and source records attributed to Jonathan Novak.
Polynomiality of monotone Hurwitz numbers in higher genera
Hurwitz numbers count branched covers of the Riemann sphere with specified ramification, or equivalently, transitive permutation factorizations in the symmetric group with specified cycle types. Monotone Hurwitz numbers count a restricted subset of these branched covers, related to the expansion of complete symmetric functions in the Jucys-Murphy elements, and have arisen in recent work on the the asymptotic expansion of the Harish-Chandra-Itzykson-Zuber integral. In previous work we gave an explicit formula for monotone Hurwitz numbers in genus zero. In this paper we consider monotone Hurwitz numbers in higher genera, and prove a number of results that are reminiscent of those for classical Hurwitz numbers. These include an explicit formula for monotone Hurwitz numbers in genus one, and an explicit form for the generating function in arbitrary positive genus. From the form of the generating function we are able to prove that monotone Hurwitz numbers exhibit a polynomiality that is reminiscent of that for the classical Hurwitz numbers, i.e., up to a specified combinatorial factor, the monotone Hurwitz number in genus g with ramification specified by a given partition is a polynomial indexed by g in the parts of the partition.
math.CO↗
Three lectures on free probability
These are notes from a three-lecture mini-course on free probability given at MSRI in the Fall of 2010 and repeated a year later at Harvard. The lectures were aimed at mathematicians and mathematical physicists working in combinatorics, probability, and random matrix theory. The first lecture was a staged rediscovery of free independence from first principles, the second dealt with the additive calculus of free random variables, and the third focused on random matrix models.
math.CO↗
Monotone Hurwitz numbers in genus zero
Hurwitz numbers count branched covers of the Riemann sphere with specified ramification data, or equivalently, transitive permutation factorizations in the symmetric group with specified cycle types. Monotone Hurwitz numbers count a restricted subset of the branched covers counted by the Hurwitz numbers, and have arisen in recent work on the the asymptotic expansion of the Harish-Chandra-Itzykson-Zuber integral. In this paper we begin a detailed study of monotone Hurwitz numbers. We prove two results that are reminiscent of those for classical Hurwitz numbers. The first is the monotone join-cut equation, a partial differential equation with initial conditions that characterizes the generating function for monotone Hurwitz numbers in arbitrary genus. The second is our main result, in which we give an explicit formula for monotone Hurwitz numbers in genus zero.
math.CO↗
Jucys-Murphy Elements and Unitary Matrix Integrals
In this paper, we study the relationship between polynomial integrals on the unitary group and the conjugacy class expansion of symmetric functions in Jucys-Murphy elements. Our main result is an explicit formula for the top coefficients in the class expansion of monomial symmetric functions in Jucys-Murphy elements, from which we recover the first order asymptotics of polynomial integrals over $\U(N)$ as $N \rightarrow \infty$. Our results on class expansion include an analogue of Macdonald's result for the top connection coefficients of the class algebra, a generalization of Stanley and Olshanski's result on the polynomiality of content statistics on Plancherel-random partitions, and an exact formula for the multiplicity of the class of full cycles in the expansion of a complete symmetric function in Jucys-Murphy elements. The latter leads to a new combinatorial interpretation of the Carlitz-Riordan central factorial numbers.
math.CO↗
Monotone Hurwitz numbers and the HCIZ integral II
Motivated by results for the HCIZ integral in Part I of this paper, we study the structure of monotone Hurwitz numbers, which are a desymmetrized version of classical Hurwitz numbers. We prove a number of results for monotone Hurwitz numbers and their generating series that are striking analogues of known results for the classical Hurwtiz numbers. These include explicit formulas for monotone Hurwitz numbers in genus 0 and 1, for all partitions, and an explicit rational form for the generating series in arbitrary genus. This rational form implies that, up to an explicit combinatorial scaling, monotone Hurwitz numbers are polynomial in the parts of the partition.
math.CO↗
Primitive factorizations, Jucys-Murphy elements, and matrix models
A factorization of a permutation into transpositions is called "primitive" if its factors are weakly ordered. We discuss the problem of enumerating primitive factorizations of permutations, and its place in the hierarchy of previously studied factorization problems. Several formulas enumerating minimal primitive and possibly non-minimal primitive factorizations are presented, and interesting connections with Jucys-Murphy elements, symmetric group characters, and matrix models are described.
math.CO↗
An Asymptotic Version of a Theorem of Knuth
Let $S(d,N)$ denote the number of permutations in the symmetric group on $[N]$ which have no decreasing subsequence of length $d+1.$ We prove that $S(d,dn)$ is asymptotically equal to the number of standard Young tableaux of rectangular shape $R(d,2n)$ in the limit $n \to \infty,$ with $d$ fixed.
math.CO↗
Regev's theorem via rectangles
This paper has been withdrawn by the author due to a crucial error in equation (51).
math.CO↗
Vicious walkers and random contraction matrices
The ensemble $\CUE^{(q)}$ of truncated random unitary matrices is a deformation of the usual Circular Unitary Ensemble depending on a discrete non-negative parameter $q.$ $\CUE^{(q)}$ is an exactly solved model of random contraction matrices originally introduced in the context of scattering theory. In this article, we exhibit a connection between $\CUE^{(q)}$ and Fisher's random-turns vicious walker model from statistical mechanics. In particular, we show that the moment generating function of the trace of a random matrix from $\CUE^{(q)}$ is a generating series for the partition function of Fisher's model, when the walkers are assumed to represent mutually attracting particles.
math.CO↗
Complete homogeneous symmetric polynomials in Jucys-Murphy elements and the Weingarten function
A connection is made between complete homogeneous symmetric polynomials in Jucys-Murphy elements and the unitary Weingarten function from random matrix theory. In particular we show that $h_r(J_1,...,J_n),$ the complete homogeneous symmetric polynomial of degree $r$ in the JM elements, coincides with the $r$th term in the asymptotic expansion of the Weingarten function. We use this connection to determine precisely which conjugacy classes occur in the class basis resolution of $h_r(J_1,...,J_n),$ and to explicitly determine the coefficients of the classes of minimal height when $r < n.$ These coefficients, which turn out to be products of Catalan numbers, are governed by the Moebius function of the non-crossing partition lattice $NC(n).$
math.CO↗
Truncations of random unitary matrices and Young tableaux
Let $U$ be a matrix chosen randomly, with respect to Haar measure, from the unitary group $U(d).$ We express the moments of the trace of any submatrix of $U$ as a sum over partitions whose terms count certain standard and semistandard Young tableaux. Using this combinatorial interpretation, we obtain a simple closed form for the moments of an individual entry of a random unitary matrix and use this to deduce that the entries converge in moments to standard complex Gaussian random variables. In addition, we recover a well-known theorem of E. Rains which shows that the moments of the trace of a random unitary matrix enumerate permutations with restricted increasing subsequence length.
math.CO↗