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Permutation Matrices and the Moments of their Characteristics Polynomials


 
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1. Title Title of document Permutation Matrices and the Moments of their Characteristics Polynomials
 
2. Creator Author's name, affiliation, country Dirk Zeindler; University Zürich; Switzerland
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) random permutation matrices, symmetric group, characteristic polynomials, Feller coupling, asymptotic behavior of moments, generating functions
 
3. Subject Subject classification 15B52
 
4. Description Abstract In this paper, we are interested in the moments of the characteristic polynomial $Z_n(x)$ of the $n\times n$ permutation matrices with respect to the uniform measure. We use a combinatorial argument to write down the generating function of $E[\prod_{k=1}^pZ_n^{s_k}(x_k)]$ for $s_k\in\mathbb{N}$. We show with this generating function that $\lim_{n\to\infty}E[\prod_{k=1}^pZ_n^{s_k}(x_k)]$ exists exists for $\max_k|x_k|<1$ and calculate the growth rate for $p=2$, $|x_1|=|x_2|=1$, $x_1=x_2$ and $n\to\infty$. We also look at the case $s_k\in\mathbb{C}$. We use the Feller coupling to show that for each $|x|<1$ and $s\in\mathbb{C}$ there exists a random variable $Z_\infty^s(x)$ such that $Z_n^s(x)\overset{d}{\to}Z_\infty^s(x)$ and $E[\prod_{k=1}^pZ_n^{s_k}(x_k)]\to E[\prod_{k=1}^pZ_\infty^{s_k}(x_k)]$ for $\max_k|x_k|<1$ and $n\to\infty$.
 
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7. Date (YYYY-MM-DD) 2010-07-07
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/781
 
10. Identifier Digital Object Identifier 10.1214/EJP.v15-781
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 15
 
12. Language English=en
 
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