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Kerov's central limit theorem for normalized cycle characters
Statement
Assume AC (The Axiom of Choice). For every fixed integer , as under the Plancherel measures , that is, the normalized cycle-character observables of Joint convergence in distribution and the normalized cycle-character observables converge jointly in distribution to independent standard Gaussians. Equivalently, where the are independent centered Gaussians of variances . Convergence is the joint convergence of Joint convergence in distribution and the normalized cycle-character observables.
Facts & Assumptions
Given: AC; a fixed integer ; the monic Hermite polynomials with (The monic probabilists' Hermite polynomials); the normalized observables with and (Normalized shifted character observables , Joint convergence in distribution and the normalized cycle-character observables); and the probability spaces of The Plancherel measure on the partitions of .
For every partition with and every , with ; in particular the expectation of the Hermite product is when and equals when (Hermite leading terms for normalized shifted characters).
For : for every and ; and for any the mixed monomial is a -linear combination of products with and , the coefficient of being (Gaussian orthogonality and the monomial expansion of the Hermite polynomials).
Joint convergence means weak convergence of the laws on ; the target law is the law of a vector with independent standard normal coordinates , whereas for the law of is (Joint convergence in distribution and the normalized cycle-character observables, Multivariate normal law, including singular covariance).
Under AC, if -valued random vectors have all mixed moments converging to those of a Borel probability with finite moments that is determined by its mixed moments, then their laws converge weakly to ; every multivariate Gaussian law is moment-determinate (The multivariate method of moments for a determinate limit).
If are independent real random variables and Borel measurable with integrable, then (Expectations factor over finite products of independent random variables).
For one has and for every ; hence every polynomial in is integrable (Gaussian even moments for Brownian increments, Cauchy-Schwarz for random variables, Standard normal and normal laws).
Proof
Hermite-product moments: fix nonnegative integers and put , so and exactly when all . If all , then both , using , and by [F2]; if some then , and [F1] with [F3] gives , while by [F2] and [F6] because some factor has and the remaining factors are integrable by [F7]. Hence for every tuple .
Monomial moments: let . By the expansion clause of [F2] the mixed monomial equals a finite -linear combination ; evaluating at , taking expectations and using step 1.1 termwise for the finitely many tuples gives ; evaluating the same expansion at and using [F6] and [F7] gives . Hence all mixed moments of converge to the corresponding mixed moments of the standard Gaussian vector .
Convergence in distribution: by step 2.1 hypothesis (i) of [F5] holds for the vectors , , and the target , which by [F4] is the law of ; hypothesis (ii) is the Gaussian determinacy clause of [F5]; hence .
Equivalent unnormalized form: by [F3], for each , so for every tuple the moment equals and converges by step 2.1 to , where the last equality uses and the factorization [F6]; the law of is the multivariate Gaussian law with of [F4], which is moment-determinate by [F5], so a second application of [F5] gives .
Conclusion: step 3.1 proves the normalized convergence and step 3.2 its stated equivalent form, both for every fixed . AC is used exactly through [F5] (Prokhorov, Skorokhod and the Gaussian determinacy clause) and the target law of [F4].
Depends on
- The Axiom of Choice
- Joint convergence in distribution and the normalized cycle-character observables
- Normalized shifted character observables $\eta_\rho$
- Hermite leading terms for normalized shifted characters
- Gaussian orthogonality and the monomial expansion of the Hermite polynomials
- Plancherel expectations of the shifted character observables
- The multivariate method of moments for a determinate limit
- The monic probabilists' Hermite polynomials
- Multivariate normal law, including singular covariance
- Expectations factor over finite products of independent random variables
- Gaussian even moments for Brownian increments
- Cauchy-Schwarz for random variables
- Standard normal and normal laws
- The Plancherel measure on the partitions of $n$
- Shifted character observables $p_\rho^\#$ and profile moments $\tilde p_k$
Used by
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Sources
- Vladimir Ivanov and Grigori Olshanski, Kerov's central limit theorem for the Plancherel measure on Young diagrams, arXiv:math/0304010; survey-paper version in Symmetric Functions 2001, NATO Science Series II 74 (2002), 93-151 (standard reference, not scraped)
- Piotr Sniady, Gaussian fluctuations of characters of symmetric groups and of Young diagrams, arXiv:math/0501112 (standard reference, not scraped)