Random permutations and the discrete Bessel kernel (Q2759650)
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scientific article; zbMATH DE number 1683613
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Random permutations and the discrete Bessel kernel |
scientific article; zbMATH DE number 1683613 |
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23 June 2002
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Tracy-Widom distribution
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random Hermitian matrix
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random permutations
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Random permutations and the discrete Bessel kernel (English)
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Let \(l_n(\sigma)\) denote the length of a longest increasing subsequence in a permutation \(\sigma\in S_n\), and let \(l_n\) denote the same length of a random permutation from \(S_n\). Whether the random variable \(L(\alpha)\) represents the Poissonization of \(l_n\), then the aim of this paper is to prove (again) the following formula NEWLINE\[NEWLINE\lim_{\alpha\to \infty}{\mathbf P}[L(\alpha)\leq 2\sqrt\alpha+ t\cdot\alpha^{1/6}]= F(t),\tag{\(\#\)}NEWLINE\]NEWLINE where \(F(t)\), \(t\in\mathbb{R}\), is referred as the Tracy-Widom distribution. The author outlines the basic steps of the proof for the \((\#)\) relation, the novel approach consisting in the avoidance of the use, within the proof of \((\#)\), of the Gessel's formula and Toeplitz determinants. The behaviour of \(l_n(\sigma)\), for large \(n\), as the largest eigenvalue of a large random Hermitian matrix explains why the largest eigenvalue distribution appears in \((\#)\).NEWLINENEWLINEFor the entire collection see [Zbl 0967.00059].
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