Mathematics – Probability
Scientific paper
2009-10-27
Electronic Journal of Probability,volume 15, 2010, pages 1092-1118, http://www.math.washington.edu/~ejpecp/EjpVol15/paper34.ab
Mathematics
Probability
24 pages, 1 Figure
Scientific paper
In this paper, we are interested in the moments of the characteristic polynomial $Z_n(x)$ of the $n\times n$ permutation matrices with respect to the uniform measure. We use a combinatorial argument to write down the generating function of $\E{\prod_{k=1}^p Z_n^{s_k}(x_k)}$ for $s_k\in\Nr$. We show with this generating function that $\lim_{n\rw\infty} \E{\prod_{k=1}^p Z_n^{s_k}(x_k)}$ exists for $\max_k|x_k|<1$ and calculate the growth rate for $p=2, |x_1|=|x_2|=1$, $x_1=\overline{x_2}$ and $n\rw\infty$. We also look at the case $s_k\in\C$. We use the Feller coupling to show that for each $|x|<1$ and $s\in\C$ there exists a random variable $Z_\infty^s(x)$ such that $Z_n^s(x)\xrightarrow{d}Z_\infty^s(x)$ and $\E{\prod_{k=1}^p Z_n^{s_k}(x_k)}\rw \E{\prod_{k=1}^p Z_\infty^{s_k}(x_k)}$ for $\max_k|x_k|<1$ and $n\rw\infty$.
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