The characteristic polynomial of a random permutation matrix at different points

K. Dang and D. Zeindler

Stochastic Processes and their Applications, 2014, vol. 124, issue 1, 411-439

Abstract: 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.

Keywords: Random matrices; Symmetric groups; Random permutations; Multiplicative class functions; Characteristic polynomial; Limit theorems (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (2)

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DOI: 10.1016/j.spa.2013.08.003

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