English

Stein's Method, Jack Measure, and the Metropolis Algorithm

Combinatorics 2007-05-23 v2 Probability

Abstract

The one parameter family of Jack(alpha) measures on partitions is an important discrete analog of Dyson's beta ensembles of random matrix theory. Except for special values of alpha=1/2,1,2 which have group theoretic interpretations, the Jack(alpha) measure has been difficult if not intractable to analyze. This paper proves a central limit theorem (with an error term) for Jack(alpha) measure which works for arbitrary values of alpha. For alpha=1 we recover a known central limit theorem on the distribution of character ratios of random representations of the symmetric group on transpositions. The case alpha=2 gives a new central limit theorem for random spherical functions of a Gelfand pair. The proof uses Stein's method and has interesting ingredients: an intruiging construction of an exchangeable pair, properties of Jack polynomials, and work of Hanlon relating Jack polynomials to the Metropolis algorithm.

Keywords

Cite

@article{arxiv.math/0311290,
  title  = {Stein's Method, Jack Measure, and the Metropolis Algorithm},
  author = {Jason Fulman},
  journal= {arXiv preprint arXiv:math/0311290},
  year   = {2007}
}

Comments

very minor revisions; fix a few misprints and update bibliography