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On a Markov construction of couplings

Authors :
Diaconis, Persi
Miclo, Laurent
Department of Mathematics [Stanford]
Stanford University
Department of Statistics [Stanford]
Institut de Mathématiques de Toulouse UMR5219 (IMT)
Université Toulouse Capitole (UT Capitole)
Université de Toulouse (UT)-Université de Toulouse (UT)-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse)
Institut National des Sciences Appliquées (INSA)-Université de Toulouse (UT)-Institut National des Sciences Appliquées (INSA)-Université Toulouse - Jean Jaurès (UT2J)
Université de Toulouse (UT)-Université Toulouse III - Paul Sabatier (UT3)
Université de Toulouse (UT)-Centre National de la Recherche Scientifique (CNRS)
Toulouse School of Economics (TSE-R)
Université de Toulouse (UT)-Université de Toulouse (UT)-École des hautes études en sciences sociales (EHESS)-Centre National de la Recherche Scientifique (CNRS)-Institut National de Recherche pour l’Agriculture, l’Alimentation et l’Environnement (INRAE)
AFOSR-22IOE016
NSF grant 1954042
Publication Year :
2023
Publisher :
arXiv, 2023.

Abstract

For $N\in\mathbb{N}$, let $\pi_N$ be the law of the number of fixed points of a random permutation of $\{1, 2, ..., N\}$. Let $\mathcal{P}$ be a Poisson law of parameter 1.A classical result shows that $\pi_N$ converges to $\mathcal{P}$ for large $N$ and indeed in total variation $$\left\Vert \pi_N-\mathcal{P}\right\Vert_{\mathrm{tv}} \leq \frac{2^N}{(N+1)!}$$ This implies that $\pi_N$ and $\mathcal{P}$ 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.

Details

Database :
OpenAIRE
Accession number :
edsair.doi.dedup.....1e9ba8394bdd636372dbce795a291e94
Full Text :
https://doi.org/10.48550/arxiv.2305.02580