English

A central limit theorem for the random assignment problem

Probability 2026-08-05 v1

Abstract

Let CnC_n be the minimum cost of a perfect matching in an n×nn\times n matrix of independent uniform random variables. We prove that n{Cnζ(2)}  N(0,4ζ(2)4ζ(3)). \sqrt n\{C_n-\zeta(2)\} \ \Longrightarrow\ \mathcal N\bigl(0,4\zeta(2)-4\zeta(3)\bigr). The proof begins with an exact change of variables based on a uniformly rooted shortest-path selection of an optimal dual potential. After the unused reduced costs are integrated out, a reference law separates the rows conditionally on the potential field, while the ordered potential gaps become independent exponentials. The only residual dependence is a directed-tree factor. Ordering the potentials turns its zero--one support into a Ferrers matrix, whose matrix-tree determinant is triangular. A singular inverse-degree estimate and exact normalization then yield total-variation convergence to the reference law. Finally, a conditional triangular-array central limit theorem accounts for row noise, and a second triangular array accounts for the linear response of the potential field. The strategy used here is likely to be applicable to other problems.

Cite

@article{arxiv.2608.05123,
  title  = {A central limit theorem for the random assignment problem},
  author = {Gilles Mordant},
  journal= {arXiv preprint arXiv:2608.05123},
  year   = {2026}
}