Research output: Contribution to Journal/Magazine › Journal article › peer-review
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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TY - JOUR
T1 - The characteristic polynomial of a random permutation matrix at different points
AU - Dang, Kim
AU - Zeindler, D.
PY - 2014/1
Y1 - 2014/1
N2 - We consider the logarithm of the characteristic polynomial of random permutation matrices, evaluated on a finite set of different points. The permutations are chosen with respect to the Ewens distribution on the symmetric group. We show that the behavior at different points is independent in the limit and are asymptotically normal. Our methods enable us to study also the wreath product of permutation matrices and diagonal matrices with i.i.d. entries and more general class functions on the symmetric group with a multiplicative structure.
AB - We consider the logarithm of the characteristic polynomial of random permutation matrices, evaluated on a finite set of different points. The permutations are chosen with respect to the Ewens distribution on the symmetric group. We show that the behavior at different points is independent in the limit and are asymptotically normal. Our methods enable us to study also the wreath product of permutation matrices and diagonal matrices with i.i.d. entries and more general class functions on the symmetric group with a multiplicative structure.
KW - Random matrices
KW - Symmetric groups
KW - Random permutations
KW - Multiplicative class functions
KW - Characteristic polynomial
KW - Limit theorems
U2 - 10.1016/j.spa.2013.08.003
DO - 10.1016/j.spa.2013.08.003
M3 - Journal article
VL - 124
SP - 411
EP - 439
JO - Stochastic Processes and their Applications
JF - Stochastic Processes and their Applications
SN - 0304-4149
IS - 1
ER -