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Kerov's central limit theorem for normalized cycle characters

Statement

Assume AC (The Axiom of Choice). For every fixed integer N≥2, as n→∞ under the Plancherel measures Pn, (ηk(n))2≤k≤N ⟹ NN−1(0,IN−1), that is, the N−1 normalized cycle-character observables of Joint convergence in distribution and the normalized cycle-character observables converge jointly in distribution to independent standard Gaussians. Equivalently, (pk#nk/2)2≤k≤N ⟹ (ζ2,…,ζN), where the ζk are independent centered Gaussians of variances k. Convergence is the joint convergence of Joint convergence in distribution and the normalized cycle-character observables.

Facts & Assumptions

Given: AC; a fixed integer N≥2; the monic Hermite polynomials Hm with H0=1 (The monic probabilists' Hermite polynomials); the normalized observables ηρ(n)=pρ#/(n∣ρ∣1/2∏k≥2kmk(ρ)/2) with ∣ρ∣1=∣ρ∣+m1(ρ) and ηk(n)=pk#/(k nk/2) (Normalized shifted character observables ηρ, Joint convergence in distribution and the normalized cycle-character observables); and the probability spaces (Yn,Pn) of The Plancherel measure on the partitions of n.

[F1]

For every partition ρ with m1(ρ)=0 and every n≥max⁡{1,∣ρ∣}, ∏k≥2Hmk(ρ)(ηk(n))=ηρ(n)+Rρ(n) with ∣EPn[∏k≥2Hmk(ρ)(ηk(n))]−EPn[ηρ(n)]∣=O(n−1/2); in particular the expectation of the Hermite product is O(n−1/2) when ρ≠∅ and equals 1 when ρ=∅ (Hermite leading terms for normalized shifted characters).

[F2]

For Z∼N(0,1): E[Hm(Z)]=0 for every m≥1 and E[Hm(Z)Hn(Z)]=m! δmn; and for any m1,…,mN∈N the mixed monomial ∏kxkmk is a Z-linear combination of products ∏kHmk′(xk) with mk′≤mk and mk′≡mk(mod2), the coefficient of ∏kHmk being 1 (Gaussian orthogonality and the monomial expansion of the Hermite polynomials).

[F3]

EPn[ηρ(n)]=0 whenever m1(ρ)=0 and ρ≠∅; and ηk(n)=pk#/(k nk/2) for 2≤k≤N (Normalized shifted character observables ηρ, Joint convergence in distribution and the normalized cycle-character observables).

[F4]

Joint convergence means weak convergence of the laws μn on RN−1; the target law NN−1(0,IN−1) is the law of a vector with independent standard normal coordinates ξ2,…,ξN, whereas for ζk:=k ξk the law of (ζ2,…,ζN) is NN−1(0,diag⁡(2,…,N)) (Joint convergence in distribution and the normalized cycle-character observables, Multivariate normal law, including singular covariance).

[F5]

Under AC, if Rd-valued random vectors have all mixed moments converging to those of a Borel probability μ with finite moments that is determined by its mixed moments, then their laws converge weakly to μ; every multivariate Gaussian law is moment-determinate (The multivariate method of moments for a determinate limit).

[F6]

If X2,…,XN are independent real random variables and gk Borel measurable with gk(Xk) integrable, then E[∏kgk(Xk)]=∏kE[gk(Xk)] (Expectations factor over finite products of independent random variables).

[F7]

For Z∼N(0,1) one has E[Z2m]=(2m−1)!! and E∣Z∣k<∞ for every k; hence every polynomial in Z is integrable (Gaussian even moments for Brownian increments, Cauchy-Schwarz for random variables, Standard normal and normal laws).

Proof

technique · direct
1.1givenF1F2F3F6F7algebra

Hermite-product moments: fix nonnegative integers m2,…,mN and put ρ:=(2m2,…,NmN), so m1(ρ)=0 and ρ=∅ exactly when all mk=0. If all mk=0, then both EPn[∏kHmk(ηk(n))]=1, using H0=1, and ∏kE[Hmk(ξk)]=1 by [F2]; if some mk≥1 then ρ≠∅, and [F1] with [F3] gives EPn[∏kHmk(ηk(n))]=EPn[ηρ(n)]+O(n−1/2)=O(n−1/2)→0, while ∏kE[Hmk(ξk)]=0 by [F2] and [F6] because some factor has mk≥1 and the remaining factors are integrable by [F7]. Hence EPn[∏kHmk(ηk(n))]→∏kE[Hmk(ξk)] for every tuple (mk)2≤k≤N.

2.1givenF2F6F7step 1.1algebra

Monomial moments: let m2,…,mN≥0. By the expansion clause of [F2] the mixed monomial ∏kxkmk equals a finite Z-linear combination ∑jcj∏kHjk(xk); evaluating at xk=ηk(n), taking expectations and using step 1.1 termwise for the finitely many tuples (jk) gives EPn[∏k(ηk(n))mk]→∑jcj∏kE[Hjk(ξk)]; evaluating the same expansion at xk=ξk and using [F6] and [F7] gives E[∏kξkmk]=∑jcj∏kE[Hjk(ξk)]. Hence all mixed moments of (η2(n),…,ηN(n)) converge to the corresponding mixed moments of the standard Gaussian vector (ξ2,…,ξN).

3.1givenF4F5step 2.1

Convergence in distribution: by step 2.1 hypothesis (i) of [F5] holds for the vectors Xn:=(η2(n),…,ηN(n)), d:=N−1, and the target μ:=NN−1(0,IN−1), which by [F4] is the law of (ξ2,…,ξN); hypothesis (ii) is the Gaussian determinacy clause of [F5]; hence η(n)⟹NN−1(0,IN−1).

3.2givenF3F4F5F6step 2.1algebra

Equivalent unnormalized form: by [F3], pk#/nk/2=k ηk(n) for each k, so for every tuple (mk) the moment EPn[∏k(pk#/nk/2)mk] equals ∏kkmk/2EPn[∏k(ηk(n))mk] and converges by step 2.1 to ∏kkmk/2E[∏kξkmk]=E[∏kζkmk], where the last equality uses ζk=k ξk and the factorization [F6]; the law of (ζ2,…,ζN) is the multivariate Gaussian law NN−1(0,Σ) with Σ=diag⁡(2,…,N) of [F4], which is moment-determinate by [F5], so a second application of [F5] gives (pk#/nk/2)2≤k≤N⟹(ζ2,…,ζN).

4.1givenF4F5step 3.1step 3.2∎

Conclusion: step 3.1 proves the normalized convergence and step 3.2 its stated equivalent form, both for every fixed N≥2. AC is used exactly through [F5] (Prokhorov, Skorokhod and the Gaussian determinacy clause) and the target law of [F4].

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