Les statistiques linéaires d’observables régulières du spectre de matrices de permutations, choisies aléatoirement sous une distribution générale de Ewens, donnent lieu à un phénomène intéressant de non-universalité. Bien qu’elles aient une variance bornée, leurs fluctuations ne sont pas asymptotiquement Gaussiennes, mais infiniment divisibles. Si l’observable est moins régulière, la variance diverge et les fluctuations sont Gaussiennes. Le degré de régularité est mesuré en termes de la qualité de l’approximation trapézoidale de l’intégrale de l’observable.
Smooth linear statistics of random permutation matrices, sampled under a general Ewens distribution, exhibit an interesting non-universality phenomenon. Though they have bounded variance, their fluctuations are asymptotically non-Gaussian but infinitely divisible. The fluctuations are asymptotically Gaussian for less smooth linear statistics for which the variance diverges. The degree of smoothness is measured in terms of the quality of the trapezoidal approximations of the integral of the observable.
Mots clés : random matrices, linear eigenvalue statistics, random permutations, infinitely divisible distributions, trapezoidal approximations
@article{AIHPB_2015__51_2_620_0, author = {Ben Arous, G\'erard and Dang, Kim}, title = {On fluctuations of eigenvalues of random permutation matrices}, journal = {Annales de l'I.H.P. Probabilit\'es et statistiques}, pages = {620--647}, publisher = {Gauthier-Villars}, volume = {51}, number = {2}, year = {2015}, doi = {10.1214/13-AIHP569}, mrnumber = {3335019}, zbl = {1323.60013}, language = {en}, url = {http://www.numdam.org/articles/10.1214/13-AIHP569/} }
TY - JOUR AU - Ben Arous, Gérard AU - Dang, Kim TI - On fluctuations of eigenvalues of random permutation matrices JO - Annales de l'I.H.P. Probabilités et statistiques PY - 2015 SP - 620 EP - 647 VL - 51 IS - 2 PB - Gauthier-Villars UR - http://www.numdam.org/articles/10.1214/13-AIHP569/ DO - 10.1214/13-AIHP569 LA - en ID - AIHPB_2015__51_2_620_0 ER -
%0 Journal Article %A Ben Arous, Gérard %A Dang, Kim %T On fluctuations of eigenvalues of random permutation matrices %J Annales de l'I.H.P. Probabilités et statistiques %D 2015 %P 620-647 %V 51 %N 2 %I Gauthier-Villars %U http://www.numdam.org/articles/10.1214/13-AIHP569/ %R 10.1214/13-AIHP569 %G en %F AIHPB_2015__51_2_620_0
Ben Arous, Gérard; Dang, Kim. On fluctuations of eigenvalues of random permutation matrices. Annales de l'I.H.P. Probabilités et statistiques, Tome 51 (2015) no. 2, pp. 620-647. doi : 10.1214/13-AIHP569. http://www.numdam.org/articles/10.1214/13-AIHP569/
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