43 research outputs found

    Stein's Method and Characters of Compact Lie Groups

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    Stein's method is used to study the trace of a random element from a compact Lie group or symmetric space. Central limit theorems are proved using very little information: character values on a single element and the decomposition of the square of the trace into irreducible components. This is illustrated for Lie groups of classical type and Dyson's circular ensembles. The approach in this paper will be useful for the study of higher dimensional characters, where normal approximations need not hold.Comment: 22 pages; same results, but more efficient exposition in Section 3.

    A quantitative central limit theorem for linear statistics of random matrix eigenvalues

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    It is known that the fluctuations of suitable linear statistics of Haar distributed elements of the compact classical groups satisfy a central limit theorem. We show that if the corresponding test functions are sufficiently smooth, a rate of convergence of order almost 1/n1/n can be obtained using a quantitative multivariate CLT for traces of powers that was recently proven using Stein's method of exchangeable pairs.Comment: Title modified; main result stated under slightly weaker conditions; accepted for publication in the Journal of Theoretical Probabilit

    Infinite-dimensional diffusions as limits of random walks on partitions

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    The present paper originated from our previous study of the problem of harmonic analysis on the infinite symmetric group. This problem leads to a family {P_z} of probability measures, the z-measures, which depend on the complex parameter z. The z-measures live on the Thoma simplex, an infinite-dimensional compact space which is a kind of dual object to the infinite symmetric group. The aim of the paper is to introduce stochastic dynamics related to the z-measures. Namely, we construct a family of diffusion processes in the Toma simplex indexed by the same parameter z. Our diffusions are obtained from certain Markov chains on partitions of natural numbers n in a scaling limit as n goes to infinity. These Markov chains arise in a natural way, due to the approximation of the infinite symmetric group by the increasing chain of the finite symmetric groups. Each z-measure P_z serves as a unique invariant distribution for the corresponding diffusion process, and the process is ergodic with respect to P_z. Moreover, P_z is a symmetrizing measure, so that the process is reversible. We describe the spectrum of its generator and compute the associated (pre)Dirichlet form.Comment: AMSTex, 33 pages. Version 2: minor changes, typos corrected, to appear in Prob. Theor. Rel. Field

    Vicious Walkers and Hook Young Tableaux

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    We consider a generalization of the vicious walker model. Using a bijection map between the path configuration of the non-intersecting random walkers and the hook Young diagram, we compute the probability concerning the number of walker's movements. Applying the saddle point method, we reveal that the scaling limit gives the Tracy--Widom distribution, which is same with the limit distribution of the largest eigenvalues of the Gaussian unitary ensemble.Comment: 23 pages, 5 figure

    Hopf algebras and Markov chains: Two examples and a theory

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    The operation of squaring (coproduct followed by product) in a combinatorial Hopf algebra is shown to induce a Markov chain in natural bases. Chains constructed in this way include widely studied methods of card shuffling, a natural "rock-breaking" process, and Markov chains on simplicial complexes. Many of these chains can be explictly diagonalized using the primitive elements of the algebra and the combinatorics of the free Lie algebra. For card shuffling, this gives an explicit description of the eigenvectors. For rock-breaking, an explicit description of the quasi-stationary distribution and sharp rates to absorption follow.Comment: 51 pages, 17 figures. (Typographical errors corrected. Further fixes will only appear on the version on Amy Pang's website, the arXiv version will not be updated.

    Generalizing Tanisaki's ideal via ideals of truncated symmetric functions

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    We define a family of ideals IhI_h in the polynomial ring Z[x1,...,xn]\mathbb{Z}[x_1,...,x_n] that are parametrized by Hessenberg functions hh (equivalently Dyck paths or ample partitions). The ideals IhI_h generalize algebraically a family of ideals called the Tanisaki ideal, which is used in a geometric construction of permutation representations called Springer theory. To define IhI_h, we use polynomials in a proper subset of the variables x1,...,xn{x_1,...,x_n} that are symmetric under the corresponding permutation subgroup. We call these polynomials {\em truncated symmetric functions} and show combinatorial identities relating different kinds of truncated symmetric polynomials. We then prove several key properties of IhI_h, including that if h>hh>h' in the natural partial order on Dyck paths then IhIhI_{h} \subset I_{h'}, and explicitly construct a Gr\"{o}bner basis for IhI_h. We use a second family of ideals JhJ_h for which some of the claims are easier to see, and prove that Ih=JhI_h = J_h. The ideals JhJ_h arise in work of Ding, Develin-Martin-Reiner, and Gasharov-Reiner on a family of Schubert varieties called partition varieties. Using earlier work of the first author, the current manuscript proves that the ideals Ih=JhI_h = J_h generalize the Tanisaki ideals both algebraically and geometrically, from Springer varieties to a family of nilpotent Hessenberg varieties.Comment: v1 had 27 pages. v2 is 29 pages and adds Appendix B, where we include a recent proof by Federico Galetto of a conjecture given in the previous version. We also add some connections between our work and earlier results of Ding, Gasharov-Reiner, and Develin-Martin-Reiner. v3 corrects a typo in Valibouze's citation in the bibliography. To appear in Journal of Algebraic Combinatoric

    Power series coefficients for probabilities in finite classical groups

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