Combinatorial interpretation and positivity of Kerov's character polynomials

Kerov's polynomials give irreducible character values in term of the free cumulants of the associated Young diagram. We prove in this article a positivity result on their coefficients, which extends a conjecture of S. Kerov. Our method, through decomposition of maps, gives a description of the coefficients of the k-th Kerov's polynomials using permutations in S(k). We also obtain explicit formulas or combinatorial interpretations for some coefficients. In particular, we are able to compute the subdominant term for character values on any fixed permutation (it was known for cycles).Comment: 33 pages, 13 figures, version 3: minor modifcation

Free Meixner states

Free Meixner states are a class of functionals on non-commutative polynomials introduced in math.CO/0410482. They are characterized by a resolvent-type form for the generating function of their orthogonal polynomials, by a recursion relation for those polynomials, or by a second-order non-commutative differential equation satisfied by their free cumulant functional. In this paper, we construct an operator model for free Meixner states. By combinatorial methods, we also derive an operator model for their free cumulant functionals. This, in turn, allows us to construct a number of examples. Many of these examples are shown to be trivial, in the sense of being free products of functionals which depend on only a single variable, or rotations of such free products. On the other hand, the multinomial distribution is a free Meixner state and is not a product. Neither is a large class of tracial free Meixner states which are analogous to the simple quadratic exponential families in statistics.Comment: 30 page

On the large N limit of matrix integrals over the orthogonal group

We reexamine the large N limit of matrix integrals over the orthogonal group O(N) and their relation with those pertaining to the unitary group U(N). We prove that lim_{N to infty} N^{-2} \int DO exp N tr JO is half the corresponding function in U(N), and a similar relation for lim_{N to infty} \int DO exp N tr(A O B O^t), for A and B both symmetric or both skew symmetric.Comment: 12 page

Meixner class of non-commutative generalized stochastic processes with freely independent values I. A characterization

Let $T$ be an underlying space with a non-atomic measure $\sigma$ on it (e.g. $T=\mathbb R^d$ and $\sigma$ is the Lebesgue measure). We introduce and study a class of non-commutative generalized stochastic processes, indexed by points of $T$, with freely independent values. Such a process (field), $\omega=\omega(t)$, $t\in T$, is given a rigorous meaning through smearing out with test functions on $T$, with $\int_T \sigma(dt)f(t)\omega(t)$ being a (bounded) linear operator in a full Fock space. We define a set $\mathbf{CP}$ of all continuous polynomials of $\omega$, and then define a con-commutative $L^2$-space $L^2(\tau)$ by taking the closure of $\mathbf{CP}$ in the norm $\|P\|_{L^2(\tau)}:=\|P\Omega\|$, where $\Omega$ is the vacuum in the Fock space. Through procedure of orthogonalization of polynomials, we construct a unitary isomorphism between $L^2(\tau)$ and a (Fock-space-type) Hilbert space $\mathbb F=\mathbb R\oplus\bigoplus_{n=1}^\infty L^2(T^n,\gamma_n)$, with explicitly given measures $\gamma_n$. We identify the Meixner class as those processes for which the procedure of orthogonalization leaves the set $\mathbf {CP}$ invariant. (Note that, in the general case, the projection of a continuous monomial of oder $n$ onto the $n$-th chaos need not remain a continuous polynomial.) Each element of the Meixner class is characterized by two continuous functions $\lambda$ and $\eta\ge0$ on $T$, such that, in the $\mathbb F$ space, $\omega$ has representation \omega(t)=\di_t^\dag+\lambda(t)\di_t^\dag\di_t+\di_t+\eta(t)\di_t^\dag\di^2_t, where \di_t^\dag and \di_t are the usual creation and annihilation operators at point $t$

Circular Law Theorem for Random Markov Matrices

Consider an nxn random matrix X with i.i.d. nonnegative entries with bounded density, mean m, and finite positive variance sigma^2. Let M be the nxn random Markov matrix with i.i.d. rows obtained from X by dividing each row of X by its sum. In particular, when X11 follows an exponential law, then M belongs to the Dirichlet Markov Ensemble of random stochastic matrices. Our main result states that with probability one, the counting probability measure of the complex spectrum of n^(1/2)M converges weakly as n tends to infinity to the uniform law on the centered disk of radius sigma/m. The bounded density assumption is purely technical and comes from the way we control the operator norm of the resolvent.Comment: technical update via http://HAL.archives-ouvertes.f

Dynamic response of a micro-periodic beam under moving load-deterministic and stochastic approach

In the paper, the deterministic and stochastic approach to the problem of vibrations of a beam with periodically varying geometry under moving load is presented. A new averaged model for the dynamics of the periodic-like beam with a variable cross-section, Mazur-Śniady (2001), is applied. The approach to dynamics of the periodic-like beam assumed in the paper is based on concepts of the tolerance-averaged model by Woźniak (1999). The solution obtained for a single moving force is the basis of solution of stochastic vibrations caused by random train of moving forces.Deterministyczne i stochastyczne drgania belki o okresowo zmiennej geometrii wywołane ruchomym obciążeniem. W pracy rozpatruje się drgania belki o okresowo zmiennej geometrii wywołane działaniem ruchomych obciążeń. Wykorzystuje się model belko o prawie peridyczne strukturze (Mazur- Śniady, 2001), otrzymany metodą uśredniania tolerancyjnego (Woźniak, 1999). Podano rozwiązanie zagadnienia drgań belki o okresowo zmiennej sztywności wywołanych poruszającą się ze stałą prędkością siłą skupioną. Powyższe rozwiązanie wykorzystano wyznaczając probabilistyczne charakterystyki przemieszczeń belki obciążonej losowym ciągiem ruchomych sił skupionych