The covariance structure of random permutation matrices

Author(s):  
Marlos A. G. Viana
2014 ◽  
Vol 23 (6) ◽  
pp. 889-913
Author(s):  
TATJANA BAKSHAJEVA ◽  
EUGENIJUS MANSTAVIČIUS

We explore the asymptotic distributions of sequences of integer-valued additive functions defined on the symmetric group endowed with the Ewens probability measure as the order of the group increases. Applying the method of factorial moments, we establish necessary and sufficient conditions for the weak convergence of distributions to discrete laws. More attention is paid to the Poisson limit distribution. The particular case of the number-of-cycles function is analysed in more detail. The results can be applied to statistics defined on random permutation matrices.


2018 ◽  
Vol 23 (0) ◽  
Author(s):  
Anirban Basak ◽  
Nicholas Cook ◽  
Ofer Zeitouni

Author(s):  
Valentin Bahier ◽  
Joseph Najnudel

AbstractWe study the limiting behavior of smooth linear statistics of the spectrum of random permutation matrices in the mesoscopic regime, when the permutation follows one of the Ewens measures on the symmetric group. If we apply a smooth enough test function f to all the determinations of the eigenangles of the permutations, we get a convergence in distribution when the order of the permutation tends to infinity. Two distinct kinds of limit appear: if $$f(0)\ne 0$$ f ( 0 ) ≠ 0 , we have a central limit theorem with a logarithmic variance; and if $$f(0) = 0$$ f ( 0 ) = 0 , the convergence holds without normalization and the limit involves a scale-invariant Poisson point process.


2013 ◽  
Vol 23 (3) ◽  
pp. 987-1024 ◽  
Author(s):  
Christopher Hughes ◽  
Joseph Najnudel ◽  
Ashkan Nikeghbali ◽  
Dirk Zeindler

Statistics ◽  
2003 ◽  
Vol 37 (1) ◽  
pp. 1-15
Author(s):  
JEAN-MICHEL MARIN ◽  
THIERRY DHORNE

Methodology ◽  
2017 ◽  
Vol 13 (1) ◽  
pp. 9-22 ◽  
Author(s):  
Pablo Livacic-Rojas ◽  
Guillermo Vallejo ◽  
Paula Fernández ◽  
Ellián Tuero-Herrero

Abstract. Low precision of the inferences of data analyzed with univariate or multivariate models of the Analysis of Variance (ANOVA) in repeated-measures design is associated to the absence of normality distribution of data, nonspherical covariance structures and free variation of the variance and covariance, the lack of knowledge of the error structure underlying the data, and the wrong choice of covariance structure from different selectors. In this study, levels of statistical power presented the Modified Brown Forsythe (MBF) and two procedures with the Mixed-Model Approaches (the Akaike’s Criterion, the Correctly Identified Model [CIM]) are compared. The data were analyzed using Monte Carlo simulation method with the statistical package SAS 9.2, a split-plot design, and considering six manipulated variables. The results show that the procedures exhibit high statistical power levels for within and interactional effects, and moderate and low levels for the between-groups effects under the different conditions analyzed. For the latter, only the Modified Brown Forsythe shows high level of power mainly for groups with 30 cases and Unstructured (UN) and Autoregressive Heterogeneity (ARH) matrices. For this reason, we recommend using this procedure since it exhibits higher levels of power for all effects and does not require a matrix type that underlies the structure of the data. Future research needs to be done in order to compare the power with corrected selectors using single-level and multilevel designs for fixed and random effects.


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