Transportation of measure, Young diagrams and random matrices
Blower, Gordon
Bernoulli, Tome 10 (2004) no. 2, p. 755-782 / Harvested from Project Euclid
The theory of transportation of measure for general convex cost functions is used to obtain a novel logarithmic Sobolev inequality for measures on phase spaces of high dimension and hence a concentration-of-measure inequality. There are applications to the Plancherel measure associated with the symmetric group, the distribution of Young diagrams partitioning N as N→∞ and to the mean-field theory of random matrices. For the potential logΓ(x+1), the generalized orthogonal ensemble and its empirical eigenvalue distribution are shown to satisfy a Gaussian concentration-of-measure phenomenon. Hence the empirical eigenvalue distribution converges weakly almost surely as the matrix size increases; the limiting density is given by the derivative of the Vershik probability density.
Publié le : 2004-10-14
Classification:  infinite symmetric group,  logarithmic Sobolev inequality,  Young tableau
@article{1099579155,
     author = {Blower, Gordon},
     title = {Transportation of measure, Young diagrams and random matrices},
     journal = {Bernoulli},
     volume = {10},
     number = {2},
     year = {2004},
     pages = { 755-782},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1099579155}
}
Blower, Gordon. Transportation of measure, Young diagrams and random matrices. Bernoulli, Tome 10 (2004) no. 2, pp.  755-782. http://gdmltest.u-ga.fr/item/1099579155/