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A Central Limit Theorem for Star-Generators of $${S}_{\infty }$$, Which Relates to the Law of a GUE Matrix
- Source :
- Journal of Theoretical Probability. 34:1248-1278
- Publication Year :
- 2020
- Publisher :
- Springer Science and Business Media LLC, 2020.
-
Abstract
- It is well known that, on a purely algebraic level, a simplified version of the central limit theorem (CLT) can be proved in the framework of a non-commutative probability space, under the hypotheses that the sequence of non-commutative random variables we consider is exchangeable and obeys a certain vanishing condition of some of its joint moments. In this approach (which covers versions for both the classical CLT and the CLT of free probability), the determination of the resulting limit law has to be addressed on a case-by-case basis. In this paper we discuss an instance of the above theorem that takes place in the framework of the group algebra $${{\mathbb {C}}}[ S_{\infty } ]$$ of the infinite symmetric group: The exchangeable sequence is provided by the star-generators of $$S_{\infty }$$ , and the expectation functional used on $${{\mathbb {C}}}[ S_{\infty } ]$$ depends in a natural way on a parameter $$d \in {{\mathbb {N}}}$$ . We identify precisely the limit distribution $$\mu _d$$ for this special instance of CLT, via a connection that $$\mu _d$$ turns out to have with the average empirical eigenvalue distribution of a random $$d \times d$$ GUE matrix. Moreover, we put into evidence a multivariate version of this result which follows from the observation that, on the level of calculations with pair-partitions, the (non-centered) star-generators are related to a (centered) exchangeable sequence of GUE matrices with independent entries.
- Subjects :
- Statistics and Probability
General Mathematics
Star (game theory)
010102 general mathematics
Group algebra
16. Peace & justice
Free probability
01 natural sciences
Combinatorics
010104 statistics & probability
Matrix (mathematics)
Symmetric group
0101 mathematics
Statistics, Probability and Uncertainty
Connection (algebraic framework)
Random variable
Central limit theorem
Mathematics
Subjects
Details
- ISSN :
- 15729230 and 08949840
- Volume :
- 34
- Database :
- OpenAIRE
- Journal :
- Journal of Theoretical Probability
- Accession number :
- edsair.doi...........cc01e3a56ffce805e366f8c57b23339d
- Full Text :
- https://doi.org/10.1007/s10959-020-01029-6