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arXiv 1106.2108math.PR
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关于随机置换矩阵特征值的涨落

On fluctuations of eigenvalues of random permutation matrices

Gérard Ben Arous, Kim Dang

摘要:

随机置换矩阵在一般Ewens分布下的光滑线性统计表现出一种有趣的非普适性现象。虽然它们的方差有界,但它们的波动是渐近非高斯的,但可以无限整除。波动是渐近高斯为不太光滑的线性统计,方差发散。平滑度是根据可观察的积分的梯形近似的质量来测量的。

英文摘要:

Smooth linear statistics of random permutation matrices, sampled under a general Ewens distribution, exhibit an interesting non-universality phenomenon. Though they have bounded variance, their fluctuations are asymptotically non-Gaussian but infinitely divisible. The fluctuations are asymptotically Gaussian for less smooth linear statistics for which the variance diverges. The degree of smoothness is measured in terms of the quality of the trapezoidal approximations of the integral of the observable.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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