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A Central Limit Theorem for Star-Generators of $${S}_{\infty }$$, Which Relates to the Law of a GUE Matrix
Journal of Theoretical Probability ( IF 0.8 ) Pub Date : 2020-09-14 , DOI: 10.1007/s10959-020-01029-6
Claus Köstler , Alexandru Nica

It is well-known that a simplified algebraic version of the Central Limit Theorem (CLT) can be proved via a direct calculation of moments, where the moments in question are expressed as sums with terms indexed by set-partitions. This line of proof also works in the framework of a non-commutative probability space, and under the weaker hypotheses that the sequence of non-commutative random variables we consider is exchangeable and obeys a certain singleton-factorization rule for expectations. Under these weakened hypotheses (which cover algebraic versions both for the classical CLT and for 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 which takes place in the framework of the group algebra of the infinite symmetric group $S_{\infty}$: the exchangeable sequence that is considered consists of the star-generators of $S_{\infty}$, and the expectation functional used on the group algebra of $S_{\infty}$ depends in a natural way on a parameter $d$, which is a positive integer. The main result of the paper is to identify precisely the limit distribution $\mu_d$ for this special instance of algebraic CLT. The identification of $\mu_d$ is obtained via a relation that $\mu_d$ is found to have with the average empirical distribution of a random GUE matrix of size $d \times d$.

中文翻译:

$${S}_{\infty }$$ 星生成器的中心极限定理,与 GUE 矩阵定律有关

众所周知,中心极限定理 (CLT) 的简化代数版本可以通过矩的直接计算来证明,其中所讨论的矩表示为由集合分区索引的项的总和。这条证明也适用于非交换概率空间的框架,并且在较弱的假设下,我们考虑的非交换随机变量序列是可交换的,并且遵循一定的单一因子分解规则的期望。在这些弱化的假设下(包括经典 CLT 和自由概率 CLT 的代数版本),必须根据具体情况确定最终的极限定律。在本文中,我们讨论了在无限对称群 $S_{\infty}$ 的群代数框架中发生的上述定理的一个实例:被考虑的可交换序列由 $S_{ 的恒星发生器组成\infty}$,并且在 $S_{\infty}$ 的群代数上使用的期望泛函自然地取决于参数 $d$,它是一个正整数。该论文的主要结果是精确地确定代数 CLT 的这个特殊实例的极限分布 $\mu_d$。$\mu_d$ 的标识是通过发现 $\mu_d$ 与大小为 $d \times d$ 的随机 GUE 矩阵的平均经验分布之间的关系获得的。并且在 $S_{\infty}$ 的群代数上使用的期望泛函自然地取决于参数 $d$,它是一个正整数。该论文的主要结果是精确地确定代数 CLT 的这个特殊实例的极限分布 $\mu_d$。$\mu_d$ 的标识是通过发现 $\mu_d$ 与大小为 $d \times d$ 的随机 GUE 矩阵的平均经验分布之间的关系获得的。并且在 $S_{\infty}$ 的群代数上使用的期望泛函自然地取决于参数 $d$,它是一个正整数。该论文的主要结果是精确地确定代数 CLT 的这个特殊实例的极限分布 $\mu_d$。$\mu_d$ 的标识是通过发现 $\mu_d$ 与大小为 $d \times d$ 的随机 GUE 矩阵的平均经验分布之间的关系获得的。
更新日期:2020-09-14
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