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Transportation of measure, Young diagrams and random matrices.

Research output: Contribution to Journal/MagazineJournal articlepeer-review

Published
<mark>Journal publication date</mark>2004
<mark>Journal</mark>Bernoulli
Issue number5
Volume10
Number of pages28
Pages (from-to)755-782
Publication StatusPublished
<mark>Original language</mark>English

Abstract

The theory of transportation of mesure for general cost functions is used to obtain a novel logarithmic Sobolev inequality for measures on phase spaces of high dimension and hence a concentration of measure inequality. The are applications to Plancherel measure associated with the symmetric group, the distribution of Young diagrams partitioning N as N tends to infinity and to the mean field theory of random matrices. For the portential Gamma (N+1), the generalized orthogonal ensemble and its empirical eigenvalue distribution satisfy a Gaussian concentration of measure phenomenon. Hence the empirical eigenvalue distribution converges weakly almost surely as the matix size increases; the limiting density is given by the derivative of the Vershik probability density.