The Cycle Structure of Random Permutations
Arratia, Richard ; Tavare, Simon
Ann. Probab., Tome 20 (1992) no. 4, p. 1567-1591 / Harvested from Project Euclid
The total variation distance between the process which counts cycles of size $1,2,\ldots, b$ of a random permutation of $n$ objects and a process $(Z_1,Z_2,\ldots, Z_b)$ of independent Poisson random variables with $\mathbb{E}Z_i = 1/i$ converges to 0 if and only if $b/n \rightarrow 0$. This Poisson approximation can be used to give simple proofs of limit theorems and bounds for a wide variety of functionals of random permutations. These limit theorems include the Erdos-Turan theorem for the asymptotic normality of the log of the order of a random permutation, and the DeLaurentis-Pittel functional central limit theorem for the cycle sizes. We give a simple explicit upper bound on the total variation distance to show that this distance decays to zero superexponentially fast as a function of $n/b \rightarrow \infty$. A similar result holds for derangements and, more generally, for permutations conditioned to have given numbers of cycles of various sizes. Comparison results are included to show that in approximating the cycle structure by an independent Poisson process the main discrepancy arises from independence rather than from Poisson marginals.
Publié le : 1992-07-14
Classification:  Poisson process,  inclusion-exclusion,  total variation,  exponential generating functions,  derangements,  conditional limit theorems,  60C05,  60F17,  60B15,  60G18,  05A05,  05A16
@article{1176989707,
     author = {Arratia, Richard and Tavare, Simon},
     title = {The Cycle Structure of Random Permutations},
     journal = {Ann. Probab.},
     volume = {20},
     number = {4},
     year = {1992},
     pages = { 1567-1591},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176989707}
}
Arratia, Richard; Tavare, Simon. The Cycle Structure of Random Permutations. Ann. Probab., Tome 20 (1992) no. 4, pp.  1567-1591. http://gdmltest.u-ga.fr/item/1176989707/