The characteristic polynomial of a random permutation matrix
نویسندگان
چکیده
منابع مشابه
The characteristic polynomial of a random permutation matrix
We establish a central limit theorem for the logarithm of the characteristic polynomial of a random permutation matrix. With this result we can obtain a central limit theorem for the counting function for the eigenvalues lying in some interval on the unit circle.
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In this article, we propose a probabilistic approach to the study of the characteristic polynomial of a random unitary matrix. We recover the Mellin-Fourier transform of such a random polynomial, first obtained by Keating and Snaith in [8] using a simple recursion formula, and from there we are able to obtain the joint law of its radial and angular parts in the complex plane. In particular, we ...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2000
ISSN: 0304-4149
DOI: 10.1016/s0304-4149(00)00046-6