English

On a Markov construction of couplings

Probability 2023-05-05 v1

Abstract

For NNN\in\mathbb{N}, let πN\pi_N be the law of the number of fixed points of a random permutation of {1,2,...,N}\{1, 2, ..., N\}. Let P\mathcal{P} be a Poisson law of parameter 1.A classical result shows that πN\pi_N converges to P\mathcal{P} for large NN and indeed in total variation πNPtv2N(N+1)!\left\Vert \pi_N-\mathcal{P}\right\Vert_{\mathrm{tv}} \leq \frac{2^N}{(N+1)!} This implies that πN\pi_N and P\mathcal{P} can be coupled to at least this accuracy. This paper constructs such a coupling (a long open problem) using the machinery of intertwining of two Markov chains. This method shows promise for related problems of random matrix theory.

Keywords

Cite

@article{arxiv.2305.02580,
  title  = {On a Markov construction of couplings},
  author = {Persi Diaconis and Laurent Miclo},
  journal= {arXiv preprint arXiv:2305.02580},
  year   = {2023}
}