Moments of Magic Squares: Line-Sum Conditions, a Permutation Threshold, and Random Energies

Abstract

Every semi-magic square of order $n$ satisfies the axial moment identities $\sum_{i,j}s_{ij}j^m=\sum_{i,j}s_{ij}i^m=M(n)\sum_jj^m$ for all $m\ge1$, where $M(n)=n(n^2+1)/2$. For real matrices the converse requires $1\le m\le n-1$, whereas for arrangements of $\{1,\dots,n^2\}$ fewer moments suffice once $n\ge14$. We define the permutation threshold $k^*(n)$ as the least $k$ such that every arrangement satisfying these identities for $1\le m\le k$ is semi-magic. In terms of the column-sum deviations $γ_j$, the degree-$k$ conditions state that $\sum_jγ_jt^j$ is divisible by $(t-1)^{k+1}$, linking $k^*(n)$ to the Prouhet--Tarry--Escott problem. While Schur's bound on real zeros gives $k^*(n)\le\sqrt{2(n-1)\log(n^4/4)}$, we prove the converse realisability bound $k^*(n)\ge(\sqrt2-o(1))\sqrt n$ (and $k^*(n)\ge(\sqrt6-o(1))\sqrt n$ when $4\mid n$) by perturbing semi-magic squares with complementary row pairs via horizontal swaps. We also show that $k^*(n)=n-1$ for $3\le n\le13$, $k^*(n)=n-2$ for $14\le n\le17$, and $k^*(n)\le n-3$ for $n\ge18$, and determine $k^*(n)$ for $18\le n\le40$ with computer assistance. Finally, at the $k=1$ level of the hierarchy, we specialise the Mantel--Hubert quadratic assignment variance formula to obtain exact means, variances, and limit laws under a uniform random arrangement for the full line-sum energy $E_{\mathrm{full}}$, for the four-term energy $E_4$ combining the first moments and the two diagonals, and for Loly's moment of inertia, and find that $|L_4|=14{,}639{,}440$ arrangements of order $4$ satisfy $E_4=0$.