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The distribution of eigenvalues of randomized permutation matrices

Najnudel, Joseph; Nikeghbali, Ashkan (2013). The distribution of eigenvalues of randomized permutation matrices. Annales de l'Institut Fourier, 63(3):773-838.

Abstract

In this article we study in detail a family of random matrix ensembles which are obtained from random permutations matrices (chosen at random according to the Ewens measure of parameter θ > 0) by replacing the entries equal to one by more general non-vanishing complex random variables. For these ensembles, in contrast with more classical models as the Gaussian Unitary Ensemble, or the Circular Unitary Ensemble, the eigenvalues can be very explicitly computed by using the cycle structure of the permutations. Moreover, by using the so-called virtual permutations, first introduced by Kerov, Olshanski and Vershik, and studied with a probabilistic point of view by Tsilevich, we are able to define, on the same probability space, a model for each dimension greater than or equal to one, which gives a meaning to the notion of almost sure convergence when the dimension tends to infinity. In the present paper, depending on the precise model which is considered, we obtain a number of different results of convergence for the point measure of the eigenvalues, some of these results giving a strong convergence, which is not common in random matrix theory.

Additional indexing

Item Type:Journal Article, refereed, original work
Communities & Collections:07 Faculty of Science > Institute of Mathematics
Dewey Decimal Classification:510 Mathematics
Scopus Subject Areas:Physical Sciences > Algebra and Number Theory
Physical Sciences > Geometry and Topology
Language:English
Date:2013
Deposited On:27 Dec 2013 12:52
Last Modified:29 Oct 2024 04:41
Publisher:Association des Annales de l'Institut Fourier
ISSN:0373-0956
OA Status:Hybrid
Free access at:Publisher DOI. An embargo period may apply.
Publisher DOI:https://doi.org/10.5802/aif.2777
Related URLs:http://aif.cedram.org/item?id=AIF_2013__63_3_773_0 (Publisher)
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