Search arXivSearch

arXiv · 2412.00593

A new approach to strong convergence II. The classical ensembles

Abstract

The first paper in this series introduced a new approach to strong convergence of random matrices that is based primarily on soft arguments. This method was applied to achieve a refined qualitative and quantitative understanding of strong convergence of random permutation matrices and of more general representations of the symmetric group. In this paper, we introduce new ideas that make it possible to achieve stronger quantitative results and that facilitate the application of the method to new models. When applied to the Gaussian GUE/GOE/GSE ensembles of dimension $N$, these methods achieve strong convergence for noncommutative polynomials with matrix coefficients of dimension $\exp(o(N))$. This provides a sharp form of a result of Pisier on strong convergence with coefficients in a subexponential operator space. Analogous results up to logarithmic factors are obtained for Haar-distributed random matrices in $\mathrm{U}(N)/\mathrm{O}(N)/\mathrm{Sp}(N)$. We further illustrate the methods of this paper in the following applications. 1. We obtain improved rates for strong convergence of random permutations. 2. We obtain a quantitative form of strong convergence of the model introduced by Hayes for the solution of the Peterson-Thom conjecture. 3. We prove strong convergence of tensor GUE models of $Γ$-independence. 4. We prove strong convergence of irreducible representations of $\mathrm{U}(N)$ of dimension up to $\exp(N^{1/3-δ})$, improving a result of Magee and de la Salle.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Chi-Fang Chen, Jorge Garza-Vargas, Ramon van Handel. 2026-06-06. A new approach to strong convergence II. The classical ensembles. https://arxiv.org/abs/2412.00593

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Generalized Edgeworth expansions for integer-valued additive functionals of uniformly elliptic Markov chains

We obtain asymptotic expansions for probabilities $\bbP(S_N=k)$ of partial sums of uniformly bounded integer-valued functionals $\DS S_N=\sum_{n=1}^N f_n(X_n)$ of uniformly elliptic inhomogeneous Markov chains. The expansions involve products of polynomials and trigonometric polynomials, and they hold without additional assumptions. As an application of the explicit formulas of the trigonometric polynomials, we relate existence of the standard Edgeworth expansions of order $r$ to the rate of equidistributions of $S_N$ modulo $m$ for small positive integers $m.$

math.PR

Permutations from Random Walk

Xavier and Yushi run a "random race" as follows. An atomless probability distribution $μ$ on the real line is chosen. The runners begin at zero. At time $i$ Xavier draws $\mathbf{X}_i$ from $μ$ and advances that distance, while Yushi advances by an independent drawing $\mathbf{Y}_i$. After $n$ such moves, what is the probability that Yushi led all the way? That the answer (namely, $4^{-n}\binom{2n}{n}$) is independent of $μ$ follows from a classical theorem of Darling, stating that for symmetric atomless increments, the distribution of each individual rank in the permutation obtained by ranking the partial sums is independent of the step law. We give a self-contained proof and extend the result to the permutations generated by partial sums of uniformly random signed permutations of any fixed, finite, generic set of reals. For atomless increments with mean zero and finite variance, without assuming symmetry, we show that random-walk permutations approach a random object that we call the "Wiener permuton," whose expected pattern densities equal the probabilities of the corresponding permutations generated by finite random walks with centered Laplace increments. Finally, we exhibit an infinite family of constructions whose limiting permutons interpolate between the Wiener permuton and the recursive separable permuton; each has the same intensity permuton, providing a single two-dimensional extension of the classical arcsine law for all of them.

math.PR

On the uniqueness of quasi-stationary distributions for population models with spatial structure

Subcritical population processes are attracted to extinction and do not have non-trivial stationary distributions, which prompts the study of quasi-stationary distributions (QSDs) instead. In contrast to what generally happens for stationary distributions, QSDs may not be unique, even under irreducibility conditions. The general conditions for uniqueness of QSDs are not always easy to check. For the branching process, besides the quasi-limiting distribution there are many other QSDs. In this paper, we investigate whether adding little extra information to the continuous-time branching process is enough to obtain uniqueness. We consider the branching process with genealogy and branching random walks, and show that they have a unique QSD.

math.PR