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Poisson approximation for large permutation groups

Persi Diaconis Nathan Tung [email protected]
Abstract

Let Gk,nG_{k,n} be a group of permutations of knkn objects which permutes things independently in disjoint blocks of size kk and then permutes the blocks. We investigate the probabilistic and/or enumerative aspects of random elements of Gk,nG_{k,n}. This includes novel limit theorems for fixed points, cycles of various lengths, number of cycles and inversions. The limits are compound Poisson distributions with interesting dependence structure.

keywords:
cycles of random permutations , compound Poisson distribution , Pólya theory
MSC:
05A05 , 60C05
journal: Advances in Applied Mathematics
\affiliation

[label1]organization=Departments of Mathematics and Statistics, Stanford University, addressline=390 Jane Stanford Way, city=Stanford, postcode=94305, state=California, country=USA

\affiliation

[label2]organization=Stanford University, addressline=390 Jane Stanford Way, city=Stanford, postcode=94305, state=California, country=USA

1 Introduction

Probabilistic or enumerative theory for random permutations is a classical subject. Pick σSn\sigma\in S_{n} uniformly, what does it look like? A permutation splits into disjoint cycles, i.e., fixed points, transpositions, etc. Write σi=1niai(σ)\sigma\sim\prod_{i=1}^{n}i^{a_{i}(\sigma)} if σ\sigma has ai(σ)a_{i}(\sigma) cycles of length ii. Following Monmort (1708), [1, 2], [3], roughly, for large nn, the {ai}\{a_{i}\} have limiting independent Poisson distributions {Ai}\{A_{i}\} with AiPoiss(1/i)A_{i}\sim\operatorname{Poiss}(1/i). Many refinements, extensions and applications can be found in the survey paper of [4], the book of [5], and the recent survey [6].

This paper develops similar theory for large subgroups of SnS_{n}. Let ΓSk\Gamma\subseteq S_{k}, HSnH\subseteq S_{n}, and let

ΓnSn={(γ1,γ2,,γk;h)},γiΓ,hH,\Gamma^{n}\rtimes S_{n}=\left\{(\gamma_{1},\gamma_{2},\dots,\gamma_{k};h)\right\},\qquad\gamma_{i}\in\Gamma,\ h\in H, (1)

be the Wreath product. This permutes {1,,kn}\{1,\dots,kn\} with γ1\gamma_{1} permuting {1,,k}\{1,\dots,k\}, γ2\gamma_{2} permuting {k+1,,2k}\{k+1,\dots,2k\}, ,γk\dots,\gamma_{k} permuting {(n1)k+1,,kn}\{(n-1)k+1,\dots,kn\} independently and then hh permuting those kk blocks. For example, (k=2,n=3)(k=2,n=3): ((12),(1)(2),(12);(312))((12),(1)(2),(12);(312)) permutes 1 2 3 4 5 6 first to 2 1 3 4 6 5 and then 6 5 2 1 3 4. In the usual two-line notation for permutations,

1 2 3 4 5 6
6 5 2 1 3 4

has cycle decomposition (164)(253)(164)(253).

Widely occurring examples of Wreath products include:

  • 1.

    Bn=C2nSnB_{n}=C_{2}^{n}\rtimes S_{n}: the symmetry group of the hypercube. This can also be seen as the group of centrally symmetric permutations in S2nS_{2n}.

  • 2.

    CknSnC_{k}^{n}\rtimes S_{n}: generalized permutation group

  • 3.

    SknSnS_{k}^{n}\rtimes S_{n}: a maximal subgroup (O’nan–Scott theorem)

More details, references and applications are in 2.1 and 2.2.

Here ΓnHSkn\Gamma^{n}\rtimes H\subseteq S_{kn} and |ΓnSn|=|Γ|nn!|\Gamma^{n}\rtimes S_{n}|=|\Gamma|^{n}n!. We propose picking σΓnH\sigma\in\Gamma^{n}\rtimes H at random and then ask: what does it look like? for σΓnSn\sigma\in\Gamma^{n}\rtimes S_{n}, suppose σ\sigma has aia_{i} ii-cycles, so i=1kniai(σ)=kn\sum_{i=1}^{kn}ia_{i}(\sigma)=kn. Write σi=1kniai(σ)\sigma\sim\prod_{i=1}^{kn}i^{a_{i}(\sigma)}. Here are two special cases of our main theorem.

Example 1.1 (S3nSnS_{3}^{n}\rtimes S_{n}).
Theorem 1.

Pick σS3nSn\sigma\in S_{3}^{n}\rtimes S_{n} uniformly. Write σi=13niai(σ)\sigma\sim\prod_{i=1}^{3n}i^{a_{i}(\sigma)}. Then {ai(σ)}i=13n\{a_{i}(\sigma)\}_{i=1}^{3n} converges in distribution to {Ai}i=1\{A_{i}\}_{i=1}^{\infty} with joint distribution

i1(6)Ai=3Wi+Zii2(6)Ai=3Wi+Zi+Zi/2i3(6)Ai=3Wi+Zi+Yii4(6)Ai=3Wi+Zi+Zi/2i5(6)Ai=3Wi+Zii0(6)Ai=3Wi+Zi+Zi/2+Yi\begin{array}[]{ll}i\equiv 1(6)&A_{i}=3W_{i}+Z_{i}\\ i\equiv 2(6)&A_{i}=3W_{i}+Z_{i}+Z_{i/2}\\ i\equiv 3(6)&A_{i}=3W_{i}+Z_{i}+Y_{i}\\ i\equiv 4(6)&A_{i}=3W_{i}+Z_{i}+Z_{i/2}\\ i\equiv 5(6)&A_{i}=3W_{i}+Z_{i}\\ i\equiv 0(6)&A_{i}=3W_{i}+Z_{i}+Z_{i/2}+Y_{i}\\ \end{array}

where

WiPoiss(1/6i),ZiPoiss(1/2i),YiPoiss(1/i),W_{i}\sim\operatorname{Poiss}(1/6i),\quad Z_{i}\sim\operatorname{Poiss}(1/2i),\quad Y_{i}\sim\operatorname{Poiss}(1/i),

and all WiW_{i}, ZiZ_{i}, YiY_{i} are independent.

Remarks.
  1. 1.

    All the AiA_{i} have marginal compound Poisson distributions.

  2. 2.

    The AiA_{i} are dependent. For example, A1=3W1+Z1A_{1}=3W_{1}+Z_{1}, A2=3W2+Z2+Z1A_{2}=3W_{2}+Z_{2}+Z_{1} share a common component Z1Z_{1}. Similarly, AjA_{j} and A2jA_{2j} are dependent (but AjA_{j} and A4jA_{4j} are independent).

  3. 3.

    Many AiA_{i} are independent; A1,A3,A5,A7,A_{1},A_{3},A_{5},A_{7},\dots are independent, as are Aj,Aj+1,A_{j},A_{j+1},\dots, A2j1A_{2j-1} for any jj, 1j<1\leq j<\infty.

Example 1.2 (CknSnC_{k}^{n}\rtimes S_{n}).

Here the permutations within blocks are only by cyclic shifts, independently for each block. In this case, the {Ai}i=1\{A_{i}\}_{i=1}^{\infty} are independent.

Theorem 2.

For fixed kk and nn large, σCknSn\sigma\in C_{k}^{n}\rtimes S_{n} has {ai(σ)}i=1kn\{a_{i}(\sigma)\}_{i=1}^{kn} converging in distribution to {Ai}i=1\{A_{i}\}_{i=1}^{\infty} with

Ai=l(i,k)klYi,l,Yi,lPoiss(lϕ(l)/ki)A_{i}=\sum_{l\mid(i,k)}\frac{k}{l}Y_{i,l},\qquad Y_{i,l}\sim\operatorname{Poiss}\left(l\phi(l)/ki\right)

where (i,k)(i,k) is the greatest common divisor, ϕ(l)\phi(l) is Euler’s totient function, and Yi,lY_{i,l} are independent for all i,li,l.

2 gives background on Wreath products (2.1), motivation from a new algorithm for generating random partitions of nn, i.e., the commuting graph process (2.2), background on compound Poisson distributions (2.3), and background on cycle indices and Pólya theory (2.4). This last is illustrated by a normal limit theorem for the number of cycles of σ\sigma in 2.5.

A general version of 1 and 2 appears in 3. These theorems are proved using Pólya’s cycle index theory, Poissonization and de-Poissonization. A coupling proof which gives rates of convergence is in 4. The final 5 gives limit theory for inversions, descents, and a different action of Γ×H\Gamma\times H.

2 Background

This section gives background on Wreath products (2.1), the commuting graph process (2.2), compound Poisson distributions (2.3), and cycle indices and Pólya theory (2.4). As an application, it derives a central limit theorem for the number of cycles in a random element of ΓnH\Gamma^{n}\rtimes H using cycle theory and Anscomb’s central limit theorem for stopped sums.

2.1 Wreath products

For ΓSk\Gamma\subseteq S_{k}, HSnH\subseteq S_{n}, ΓnH\Gamma^{n}\rtimes H is the Wreath product sometimes denoted ΓWrH\Gamma W_{r}H. It occurs frequently in basic group theory with its own Wikipedia page. Any text on group theory has a section on Wreath products. They often appear as “troublemakers”, providing counter-examples. For instance, CpWrCpC_{p}W_{r}C_{p}, a group of order pp+1p^{p+1}, is the Sylow-pp subgroup of the symmetric group Sp2S_{p^{2}}. It is the smallest example of a non-regular pp-group.

Wreath products also appear in applications:

Bn=C2nSnB_{n}=C_{2}^{n}\rtimes S_{n}, the hyperoctahedral group, is the group of symmetries of an nn-dimensional hypercube. This may also be seen as the subgroup of S2nS_{2n} of centrally symmetric permutations σ(2ni+1)+σ(i)=2n+1\sigma(2n-i+1)+\sigma(i)=2n+1. For example in S10S_{10}:

1234567891081549276103.\begin{matrix}1&2&3&4&5&6&7&8&9&10\\ 8&1&5&4&9&2&7&6&10&3\end{matrix}.

These occur as the arrangements of 2n2n cards obtainable with the two types of perfect shuffles [7]. In [8] it is shown that these permutations biject with phylogenetic trees and their cycle theory is useful for understanding Markov chains on trees. BnB_{n} is also the Weyl group of the symplectic group Sp(2n,q)Sp(2n,q) and [9] needed results about fixed points in BnB_{n} for their work on this group.

CknSnC_{k}^{n}\rtimes S_{n} is the generalized permutation group. This may be pictured as n×nn\times n permutation matrices with the usual ones replaced by kkth roots of unity. It has its own Wikipedia page. We encounter it in understanding what permutations commute with a given σSn\sigma\in S_{n}. If σi=1niai(σ)\sigma\sim\prod_{i=1}^{n}i^{a_{i}(\sigma)}, then the subgroup of permutations commuting with σ\sigma, CSn(σ)=i=1nCiaiSaiC_{S_{n}}(\sigma)=\prod_{i=1}^{n}C_{i}^{a_{i}}\rtimes S_{a_{i}}. Further explanation is in 2.2. Of course, C2nSnBnC_{2}^{n}\rtimes S_{n}\cong B_{n}.

SknSnS_{k}^{n}\rtimes S_{n} occurs in statistical work. With nn groups of people, each with kk subjects, a natural symmetry for permutation tests of group homogeneity is SknSnS_{k}^{n}\rtimes S_{n}. See [10] for a textbook account. It also occurs in group theory: the O’nan–Scott theorem, [11] for example, classifies maximal subgroups of SNS_{N}, i.e., equivalently primitive actions of SNS_{N}. There is a small list of possibilities and, for N=knN=kn, SknSnS_{k}^{n}\rtimes S_{n} is on the list. Properties of cycles are used to prove theorems about the distribution of fixed points and derangements in [12].

Iterated Wreath products occur too. The Sylow-pp subgroup of SpnS_{p^{n}} is CpWrCpWrWrCpC_{p}W_{r}C_{p}W_{r}\cdots W_{r}C_{p} (pp-factors). There has been substantial probabilistic and/or enumerative effort at understanding the conjugacy structure of these groups. See [13] and their references.

In this paper we study the action of Wreath products as subgroups of SknS_{kn}. It is also natural to study the conjugacy classes of ΓnH\Gamma^{n}\rtimes H in similar vein. These are clearly identified in [14, 15, 16] but we have not seen probabilistic investigation.

2.2 The commuting graph process and random partitions

Our motivation for the present study arose from analysis of an algorithm for generating uniformly distributed partitions of nn. More generally, let GG be a finite group and consider the commuting graph of GG. This has vertices indexed by GG and an edge from ss to tt if st=tsst=ts in GG. Let K(s,t)K(s,t) be the transition matrix of the natural random walk on GG. So K(s,t)=|CG(s)|1K(s,t)=|C_{G}(s)|^{-1} if ss and tt commute, zero otherwise.

Proposition 1.

K(s,t)K(s,t) is a reversible Markov chain with unique stationary distribution π(s)=z1|κ(s)|1\pi(s)=z^{-1}|\kappa(s)|^{-1}, κ(s)\kappa(s) the conjugacy class of ss. Further, the chain generated by KK lumps to an ergodic, symmetric Markov chain on conjugacy classes with transition matrix

P(C,C)=1|CG(C)||CG(C)C|.P(C,C^{\prime})=\frac{1}{|C_{G}(C)|}|C_{G}(C)\cap C^{\prime}|.

The proof is elementary Markov chain theory; see [17] or [18]. The point is that this gives a method to generate a uniformly chosen conjugacy class. As an example, consider G=SnG=S_{n}; the conjugacy classes are indexed by partitions of nn. The Markov chain is easy to run: from σSn\sigma\in S_{n}, choose ηCSn(σ)\eta\in C_{S_{n}}(\sigma) uniformly and move to η\eta. When n=5n=5, the transition matrix of the lumped chain on partitions becomes the symmetric matrix:

11201513212314122235151102030152024132104020030200123202040004001430006030001221530030450023202040004005240000096\frac{1}{120}\quad\begin{array}[]{c|ccccccc|}&1^{5}&1^{3}2&1^{2}3&14&12^{2}&23&5\\ \hline\cr 1^{5}&1&10&20&30&15&20&24\\ 1^{3}2&10&40&20&0&30&20&0\\ 1^{2}3&20&20&40&0&0&40&0\\ 14&30&0&0&60&30&0&0\\ 12^{2}&15&30&0&30&45&0&0\\ 23&20&20&40&0&0&40&0\\ 5&24&0&0&0&0&0&96\\ \hline\cr\end{array}

This illustrates three properties, valid for general nn:

K(1n,λ)=(zλ)1=K(λ,1n),zλ=i=1niai(λ)ai!.\displaystyle K(1^{n},\lambda^{\prime})=(z_{\lambda^{\prime}})^{-1}=K(\lambda^{\prime},1^{n}),\qquad z_{\lambda^{\prime}}=\prod_{i=1}^{n}i^{a_{i}(\lambda^{\prime})}a_{i}!.
K((n),λ)={ϕ(d)/nif λ=dn/d for d/n0otherwise.=K(λ,(n))\displaystyle K((n),\lambda^{\prime})=\begin{cases}\phi(d)/n&\text{if }\lambda^{\prime}=d^{n/d}\text{ for }d/n\\ 0&\text{otherwise.}\end{cases}=K(\lambda^{\prime},(n))
When n=pn=p, a prime, K(p,λ)=0K(p,\lambda^{\prime})=0 except when λ=1p\lambda^{\prime}=1^{p} or pp, as in the example.
For λ=λ1>λ2>>λl (all parts distinct), K(λ,) can be described as:\displaystyle\text{For }\lambda=\lambda_{1}>\lambda_{2}>\dots>\lambda_{l}\text{ (all parts distinct), }K(\lambda,\cdot)\text{ can be described as:}
for each λi\lambda_{i} pick a partition of |λi||\lambda_{i}| from K(λi,)K(\lambda_{i},\cdot) independently
and take λ\lambda^{\prime} as the union of these.

For σ\sigma of type λ\lambda, CSn(σ)=i=1n(CiaiSai)C_{S_{n}}(\sigma)=\prod_{i=1}^{n}(C_{i}^{a_{i}}\rtimes S_{a_{i}}) shows that the distribution of the cycles of CiaSaC_{i}^{a}\rtimes S_{a} determine the transition matrix. We needed these to understand Doeblin bounds and couplings of the chain K(λ,λ)K(\lambda,\lambda^{\prime}). This is ongoing work (!).

There are other algorithms for generating random partitions — see [19] — but numerical experimentation suggests the commuting graph chain. It is also a close cousin of hit-and-run and Swendsen–Wang-type block spin algorithms. See [20] which further motivates analysis.

2.3 Compound Poisson distributions

As the examples in the Introduction show, the natural limit laws in this part of the world often involve compound Poisson laws: nonnegative integer combinations of independent Poisson variates. These are familiar objects in applied probability. A survey of examples and techniques for proving limit theorems by Stein’s method is in [21]. This offers a different way to prove our theorems.

Definition 2.1.

Let X1,X2,X_{1},X_{2},\dots be i.i.d. with P(Xi=j)=θj0P(X_{i}=j)=\theta_{j}\geq 0 for j=1,2,j=1,2,\dots. Let NPoiss(λ)N\sim\operatorname{Poiss}(\lambda). Then

W=i=1NXiW=\sum_{i=1}^{N}X_{i} (2)

has a compound Poisson law with parameters {θj}j=1\{\theta_{j}\}_{j=1}^{\infty} and λ\lambda. Patently, compound Poisson laws are infinitely divisible and a classical theorem of [22] shows that these are all the infinitely divisible laws supported on \mathbb{N}.

An equivalent definition can be shown: let YiY_{i} be independent, Poiss(θiλ)\operatorname{Poiss}(\theta_{i}\lambda). Then

W=j=1jYjW=\sum_{j=1}^{\infty}jY_{j} (3)

has a compound Poisson law as in (2).

In present applications, collections of dependent variates with compound Poisson margins occur. Our examples match up with the standard framework for constructing dependent, infinitely divisible vectors. See [23] or [24]. A clean definition of compound Poisson vectors appears in [25]:

Definition 2.2.

Fix {θj}j=1\{\theta_{j}\}_{j=1}^{\infty} summing to 11. For each λ0\lambda\geq 0, let QλQ_{\lambda} be the measure defined by (2). Fix a finite or countable index set AA and let 𝒜\mathcal{A} be the set of non-empty subsets of AA. Finally, let Λ:𝒜[0,)\Lambda:\mathcal{A}\to[0,\infty) be a function with S𝒜Λ(S)<\sum_{S\in\mathcal{A}}\Lambda(S)<\infty. Define, for aAa\in A,

Wa=aS𝒜YSW_{a}=\sum_{a\in S\in\mathcal{A}}Y_{S}

where YSY_{S} are independent compound Poisson with parameters {θj}\{\theta_{j}\} and Λ(S)\Lambda(S). Then {Wa}aA\{W_{a}\}_{a\in A} is a compound Poisson random vector.

Note.

The same component YSY_{S} may appear in several different WaW_{a} so the WaW_{a} are (generally) dependent. The vector {Wa}\{W_{a}\} is infinitely divisible (and all margins are as well). We do not know if this class includes all infinitely divisible vectors supported on A\mathbb{N}^{A}.

2.4 Cycle indices and Pólya theory

Pólya theory studies enumeration under symmetry. Let GG be a finite group operating on a finite set 𝒳\mathcal{X}. This splits 𝒳\mathcal{X} into disjoint orbits

𝒳=O1O2Onwith xOx, say.\mathcal{X}=O_{1}\cup O_{2}\cup\dots\cup O_{n}\qquad\text{with }x\in O_{x}\text{, say.}

Natural questions include:

  • 1.

    How many orbits are there?

  • 2.

    What are the orbit sizes?

  • 3.

    Are there “natural” or “nice” labels for orbits?

  • 4.

    How can an orbit be chosen uniformly?

The commuting graph process of 2.2 provides an example. There 𝒳=G\mathcal{X}=G and GG acts on itself by conjugation. The Goldberg–Jerrum [26] Burnside process is similar.

Suppose now that GSnG\subseteq S_{n} is a permutation group. The cycle index polynomial

ZG(x1,x2,,xn)=1|G|sGi=1nxiai(s)Z_{G}(x_{1},x_{2},\dots,x_{n})=\frac{1}{|G|}\sum_{s\in G}\prod_{i=1}^{n}x_{i}^{a_{i}(s)} (4)

is a useful tool for Pólya-type problems; [27, 28, 15, 29] are good sources for this connection. They contain the following basic facts, used below, with CnC_{n} the cyclic group and SnS_{n} the symmetric group on 1,,n1,\dots,n.

ZCn(x1,,xn)=1nd/nϕ(d)xdn/d\displaystyle Z_{C_{n}}(x_{1},\dots,x_{n})=\frac{1}{n}\sum_{d/n}\phi(d)x_{d}^{n/d}
whereCn=/n,ϕ(d)is Euler’s function.\displaystyle\text{where}\quad C_{n}=\mathbb{Z}/n\mathbb{Z},\ \phi(d)\text{is Euler's function.} (5)
ZSn(x1,,xn)=λn1zλi=1nxiai(λ)\displaystyle Z_{S_{n}}(x_{1},\dots,x_{n})=\sum_{\lambda\vdash n}\frac{1}{z_{\lambda}}\prod_{i=1}^{n}x_{i}^{a_{i}(\lambda)}
wherezλ=i=1niai(λ)ai(λ)!.\displaystyle\text{where}\quad z_{\lambda}=\prod_{i=1}^{n}i^{a_{i}(\lambda)}a_{i}(\lambda)!. (6)
For ΓSk,HSn,G=ΓnHSkn,\displaystyle\text{For }\Gamma\subseteq S_{k},\ H\subseteq S_{n},\ G=\Gamma^{n}\rtimes H\subseteq S_{kn},
ZG(x1,,xkn)=ZH(t1,,tn)whereti=ZΓ(x1i,,xki).\displaystyle Z_{G}(x_{1},\dots,x_{kn})=Z_{H}(t_{1},\dots,t_{n})\quad\text{where}\quad t_{i}=Z_{\Gamma}(x_{1i},\dots,x_{ki}). (7)
n=0ZSn(x1,,xn)tn=exp{i=1tiixi}.\displaystyle\sum_{n=0}^{\infty}Z_{S_{n}}(x_{1},\dots,x_{n})t^{n}=\exp\left\{\sum_{i=1}^{\infty}\frac{t^{i}}{i}x_{i}\right\}. (8)

Pólya studied the problem of classifying molecules up to symmetry. Pólya theory has been used for graphical enumeration, as in the question of how many unlabeled trees are there? A striking example is Hanlon’s [30, 31] study of graph coloring.

We have not seen many applications in probability theory. Yet, the cycle index has a perfectly simple probabilistic interpretation: for GSnG\subseteq S_{n}, suppose sGs\in G has cycle type ai(s)a_{i}(s), 1in1\leq i\leq n. Then

PG(ai,11n)=[xiai]CG(x1,,xn).P_{G}(a_{i},1\leq 1\leq n)=\left[\prod x_{i}^{a_{i}}\right]C_{G}(x_{1},\dots,x_{n}).
Example 2.1.

Consider G=C22S2S4G=C_{2}^{2}\rtimes S_{2}\subseteq S_{4}, so |G|=8|G|=8. The elements of GG are

cycle type14122122222244221234123412341234123412341234123412342134124321433412431234214321\begin{array}[]{lcccccccc}\text{cycle type}&1^{4}&1^{2}2&1^{2}2&2^{2}&2^{2}&4&4&2^{2}\\ \hline\cr&1234&1234&1234&1234&1234&1234&1234&1234\\ &1234&2134&1243&2143&3412&4312&3421&4321\end{array}

Hence, from the definition,

ZG(x1,x2,x3,x4)=18{x14+2x12x2+3x22+2x4}.Z_{G}(x_{1},x_{2},x_{3},x_{4})=\frac{1}{8}\{x_{1}^{4}+2x_{1}^{2}x_{2}+3x_{2}^{2}+2x_{4}\}.

Using ZC2(x12,x2)=(x1+x2)/2=ZS2(x1,x2)Z_{C_{2}}(x_{1}^{2},x_{2})=(x_{1}+x_{2})/2=Z_{S_{2}}(x_{1},x_{2}), formula (7) gives

ZG(x1,x2,x3,x4)=(t12+t22),t1=x12+x22,t2=x22+x42,\begin{gathered}Z_{G}(x_{1},x_{2},x_{3},x_{4})=\left(\frac{t_{1}^{2}+t_{2}}{2}\right),\\ t_{1}=\frac{x_{1}^{2}+x_{2}}{2},\quad t_{2}=\frac{x_{2}^{2}+x_{4}}{2},\end{gathered}

so

ZG(x1,x2,x3,x4)=12[(x12+x22)2+x22+x42]=18{x14+2x12x2+3x22+2x4}Z_{G}(x_{1},x_{2},x_{3},x_{4})=\frac{1}{2}\left[\left(\frac{x_{1}^{2}+x_{2}}{2}\right)^{2}+\frac{x_{2}^{2}+x_{4}}{2}\right]=\frac{1}{8}\{x_{1}^{4}+2x_{1}^{2}x_{2}+3x_{2}^{2}+2x_{4}\}

as above. In particular: pick sGs\in G uniformly, the chance of a four-cycle is 2/8=1/42/8=1/4.

Example 2.2.

Consider G=SknSnG=S_{k}^{n}\rtimes S_{n}. Claim:

PG(kn-cycle)=1kn,PG(1kn)=1(k!)nn!P_{G}(kn\text{-cycle})=\frac{1}{kn},\qquad P_{G}(1^{kn})=\frac{1}{(k!)^{n}n!}

To see the first claim, write

ZG(x1,,xkn)=λn1zλi=1nZSk(xi,x2i,,xki)ai(λ).Z_{G}(x_{1},\dots,x_{kn})=\sum_{\lambda\vdash n}\frac{1}{z_{\lambda}}\prod_{i=1}^{n}Z_{S_{k}}(x_{i},x_{2i},\dots,x_{ki})^{a_{i}(\lambda)}.

The only term on the right side that carries the monomial xknx_{kn} is the term corresponding to λ=(n)\lambda=(n), i=ni=n, with coefficient (1/n)(1/k)=1/(nk)(1/n)(1/k)=1/(nk) as claimed. The proof for 1kn1^{kn} is easier.

Example 2.3.

Similarly, consider G=CknSnG=C_{k}^{n}\rtimes S_{n}.

PG(kn-cycle)=1kϕ(k)n,PG(1kn)=1knn!P_{G}(kn\text{-cycle})=\frac{1}{k}\frac{\phi(k)}{n},\qquad P_{G}(1^{kn})=\frac{1}{k^{n}n!}
Example 2.4.

Consider G=CknCnG=C_{k}^{n}\rtimes C_{n}, with nn and kk relatively prime.

PG(kn-cycle)=ϕ(k)kϕ(n)n=ϕ(nk)nk,PG(1kn)=1knnP_{G}(kn\text{-cycle})=\frac{\phi(k)}{k}\frac{\phi(n)}{n}=\frac{\phi(nk)}{nk},\qquad P_{G}(1^{kn})=\frac{1}{k^{n}n}

The next subsection gives a more substantive example.

2.5 Distribution of the number of cycles in ΓnH\Gamma^{n}\rtimes H

The number of cycles C(σ)C(\sigma) of a random permutation in SnS_{n} is a classical object of study [1, 2]; see also [22]. These papers prove a central limit theorem:

Theorem 3 (Goncharov).

Let σ\sigma be chosen from the uniform distribution on SnS_{n}. Let C(σ)C(\sigma) be the number of cycles. Then, with γ=\gamma= Euler’s constant,

En(C(σ))\displaystyle E_{n}(C(\sigma)) =logn+γ+O(1n),\displaystyle=\log n+\gamma+O\left(\frac{1}{n}\right),
Varn(C(σ))\displaystyle\operatorname{Var}_{n}(C(\sigma)) =logn+γπ26+O(1n),\displaystyle=\log n+\gamma-\frac{\pi^{2}}{6}+O\left(\frac{1}{n}\right),

and, normalized by its mean and variance, C(σ)C(\sigma) has a limiting standard normal distribution.

This subsection studies the distribution of the number of cycles in Wreath products. Let Γ\Gamma be a subgroup of SkS_{k} and HH be a subgroup of SnS_{n}. Then ΓnH\Gamma^{n}\rtimes H acts on 1,,kn1,\dots,kn by permuting independently within blocks of size kk by the elements in Γn\Gamma^{n} and then permuting the blocks by hHh\in H.

The cycle index connection

Recall the cycle index:

ZΓ(x1,,xk)=1|Γ|γΓi=1kxiai(γ).Z_{\Gamma}(x_{1},\dots,x_{k})=\frac{1}{|\Gamma|}\sum_{\gamma\in\Gamma}\prod_{i=1}^{k}x_{i}^{a_{i}(\gamma)}.

Setting all xi=xx_{i}=x gives the generating function for the number of cycles, i=1kai(γ)=C(γ)\sum_{i=1}^{k}a_{i}(\gamma)=C(\gamma); call this CΓ(x)C_{\Gamma}(x),

CΓ(x)=j=1kPΓ(j)xj,PΓ(j)=PrΓ{γ has C(γ)=j}.C_{\Gamma}(x)=\sum_{j=1}^{k}P_{\Gamma}(j)x^{j},\qquad P_{\Gamma}(j)=\Pr_{\Gamma}\{\text{$\gamma$ has $C(\gamma)=j$}\}.

From (7),

CΓnH(x)=j=1nPH(j)CΓ(x)j.C_{\Gamma^{n}\rtimes H}(x)=\sum_{j=1}^{n}P_{H}(j)C_{\Gamma}(x)^{j}.

This proves:

Proposition 2.

For σ\sigma uniformly chosen in ΓnH\Gamma^{n}\rtimes H, the number of cycles C(σ)C(\sigma) has the same distribution as i=1NXi\sum_{i=1}^{N}X_{i}, where XiX_{i}, 1i<1\leq i<\infty, are i.i.d. with generating function CΓ(x)C_{\Gamma}(x) and NN is independent of {Xi}\{X_{i}\} with generating function CH(x)C_{H}(x).

This represents C(σ)C(\sigma) as a randomly stopped sum, an extensively studied class of random variables; see [32, 33]. In particular,

EΓnH(C)\displaystyle E_{\Gamma^{n}\rtimes H}(C) =EΓ(C)EH(C),\displaystyle=E_{\Gamma}(C)E_{H}(C),
VarΓnH(C)\displaystyle\operatorname{Var}_{\Gamma^{n}\rtimes H}(C) =E(VarH(CN))+VarH(E(CN)),\displaystyle=E\left(\operatorname{Var}_{H}(C\mid N)\right)+\operatorname{Var}_{H}\left(E(C\mid N)\right),
=E(H)VarH(C)+(EH(C))2Var(H).\displaystyle=E(H)\operatorname{Var}_{H}(C)+(E_{H}(C))^{2}\operatorname{Var}(H).

As shown below, a classical central limit theorem of Anscomb for stopped sums will give a central limit theorem under conditions on HH when nn is large. See [32, 33] for a full discussion of Anscomb’s theorem.

For Γ\Gamma or HH a full symmetric group, the means and variances are given in the preceding theorem from Goncharov. We pause to compute them for the important case where Γ\Gamma is the cyclic group CkC_{k}.

Proposition 3.

Let μk,νk\mu_{k},\nu_{k} be the first and second moments of the number of cycles of a randomly chosen element of the cyclic group CkC_{k}. Then μk,νk\mu_{k},\nu_{k} are multiplicative functions of kk; recall ff is multiplicative if f(ab)=f(a)f(b)f(ab)=f(a)f(b) for GCD (a,b)=1(a,b)=1. Further, for pp a prime, a1a\geq 1,

μpa=1+a(11p),νpa=pa[1+1p(11pa1)].\mu_{p^{a}}=1+a\left(1-\frac{1}{p}\right),\qquad\nu_{p^{a}}=p^{a}\left[1+\frac{1}{p}\left(1-\frac{1}{p^{a-1}}\right)\right].

This determines μk,νk\mu_{k},\nu_{k} for all kk.

Proof.

A randomly chosen σ\sigma in CnC_{n} has C(σ)=n/dC(\sigma)=n/d with probability ϕ(d)/n\phi(d)/n if dnd\mid n. It follows that

En(C)\displaystyle E_{n}(C) =dnndϕ(d)n=dnϕ(d)d,\displaystyle=\sum_{d\mid n}\frac{n}{d}\frac{\phi(d)}{n}=\sum_{d\mid n}\frac{\phi(d)}{d},
En(C2)\displaystyle E_{n}(C^{2}) =dn(nd)2ϕ(d)n=ndnϕ(d)d2.\displaystyle=\sum_{d\mid n}\left(\frac{n}{d}\right)^{2}\frac{\phi(d)}{n}=n\sum_{d\mid n}\frac{\phi(d)}{d^{2}}.

Elementary number theory shows ϕ(d)\phi(d) and dd are multiplicative and, if ff is multiplicative, dnf(d)\sum_{d\mid n}f(d) is, too. This proves the first claim.

For n=pan=p^{a}, the divisors are pjp^{j}, 0ja0\leq j\leq a, and ϕ(1)=1\phi(1)=1, ϕ(pj)=pjpj1\phi(p^{j})=p^{j}-p^{j-1} for j1j\geq 1. Thus

Epa(C)=1+j=1apjpj1pj=1+a(11p)E_{p^{a}}(C)=1+\sum_{j=1}^{a}\frac{p^{j}-p^{j-1}}{p^{j}}=1+a\left(1-\frac{1}{p}\right)

as claimed. The claim for Epa(C2)E_{p^{a}}(C^{2}) is proved similarly. ∎

In current applications ΓSk\Gamma\subseteq S_{k} with kk fixed, so the asymptotics of EΓ(C)E_{\Gamma}(C), VarΓ(C)\operatorname{Var}_{\Gamma}(C) are not a problem.

Clearly some conditions on HSnH\subseteq S_{n} are required to have a central limit theorem; if H=CnH=C_{n} and Γ=S1\Gamma=S_{1}, ΓnCn\Gamma^{n}\rtimes C_{n} acts on {1,,n}\{1,\dots,n\} in the usual way by cycling (modn)\pmod{n}. The number of cycles is dd with probability ϕ(n/d)/n\phi(n/d)/n. This is a discrete distribution which depends heavily on the divisibility properties of nn. No simple limit theorem seems possible.

We content ourselves with the following, taking general ΓSk\Gamma\subseteq S_{k} for kk fixed and H=SnH=S_{n}. This includes all of our introductory examples and the argument generalizes to groups such as H=BnH=B_{n}.

Theorem 4.

Let ΓSk\Gamma\subseteq S_{k} be fixed and consider ΓnSn\Gamma^{n}\rtimes S_{n}. For η\eta chosen uniformly in ΓnSn\Gamma^{n}\rtimes S_{n}, the number of cycles of η\eta acting on {1,,kn}\{1,\dots,kn\} satisfies

C(η)μnσlogn𝒩(0,1),\frac{C(\eta)-\mu_{n}}{\sigma\sqrt{\log n}}\Longrightarrow\mathcal{N}(0,1),

where μn=μ(logn+γ+O(n1))\mu_{n}=\mu(\log n+\gamma+O(n^{-1})) and μ,σ2\mu,\sigma^{2} are the mean and variance of the number of cycles of a random element of Γ\Gamma.

Proof.

Let X1,X2,X_{1},X_{2},\dots be i.i.d. random variables chosen from the distribution with generating function CΓ(x)C_{\Gamma}(x) with means subtracted. Let NnN_{n} be chosen from CSn(x)C_{S_{n}}(x). From Goncharov’s theorem,

Nnlogn𝑃1as n.\frac{N_{n}}{\log n}\overset{P}{\longrightarrow}1\qquad\text{as }n\to\infty.

Let Sm=X1++XmS_{m}=X_{1}+\dots+X_{m}. The classical central limit theorem implies, as mm\to\infty,

Smm𝒩(0,σ2).\frac{S_{m}}{\sqrt{m}}\Longrightarrow\mathcal{N}(0,\sigma^{2}).

Write n0=lognn_{0}=\lfloor\log n\rfloor. Then

SNnNn=(Sn0n0+SNnSn0n0)(n0Nn)1/2.\frac{S_{N_{n}}}{\sqrt{N_{n}}}=\left(\frac{S_{n_{0}}}{\sqrt{n_{0}}}+\frac{S_{N_{n}}-S_{n_{0}}}{\sqrt{n_{0}}}\right)\left(\frac{n_{0}}{N_{n}}\right)^{1/2}.

It must only be shown that

SNnSn0n0𝑃0as n.\frac{S_{N_{n}}-S_{n_{0}}}{\sqrt{n_{0}}}\overset{P}{\longrightarrow}0\qquad\text{as }n\to\infty.

For this, let ϵ(0,1/3)\epsilon\in(0,1/3), set n1=n0(1ϵ3)+1n_{1}=\lfloor n_{0}(1-\epsilon^{3})\rfloor+1 and n2=n0(1+ϵ3)n_{2}=\lfloor n_{0}(1+\epsilon^{3})\rfloor. Write

P{|SNnSn0|>ϵn01/2}\displaystyle P\left\{|S_{N_{n}}-S_{n_{0}}|>\epsilon n_{0}^{1/2}\right\} =P{|SNnSn0|>ϵn01/2{Nn[n1,n2]}}\displaystyle=P\left\{|S_{N_{n}}-S_{n_{0}}|>\epsilon n_{0}^{1/2}\cap\{N_{n}\in[n_{1},n_{2}]\}\right\}
+P{|SNnSn0|>ϵn01/2{Nn[n1,n2]}}\displaystyle\qquad+P\left\{|S_{N_{n}}-S_{n_{0}}|>\epsilon n_{0}^{1/2}\cap\{N_{n}\notin[n_{1},n_{2}]\}\right\}
P{maxn1kn0|SkSn0|>ϵn01/2}\displaystyle\leq P\left\{\max_{n_{1}\leq k\leq n_{0}}|S_{k}-S_{n_{0}}|>\epsilon n_{0}^{1/2}\right\}
+P{maxn0kn2|SkSn0|>ϵn01/2}+P{Nn[n1,n2]}.\displaystyle\qquad+P\left\{\max_{n_{0}\leq k\leq n_{2}}|S_{k}-S_{n_{0}}|>\epsilon n_{0}^{1/2}\right\}+P\{N_{n}\notin[n_{1},n_{2}]\}.

Using Kolmogorov’s inequality for the first two terms, this is bounded above by

(n0n1)σ2n0+(n2n0)σ2n0+P{Nn[n1,n2]}<2ϵσ2+P{Nn[n1,n2]}.\frac{(n_{0}-n_{1})\sigma^{2}}{n_{0}}+\frac{(n_{2}-n_{0})\sigma^{2}}{n_{0}}+P\{N_{n}\notin[n_{1},n_{2}]\}<2\epsilon\sigma^{2}+P\{N_{n}\notin[n_{1},n_{2}]\}.

From Nn/n0𝑃1N_{n}/n_{0}\overset{P}{\to}1, the last term tends to zero and the proof is complete. ∎

Note.

The only property of the cycle distribution of HH that was used in the proof was that EH(C)E_{H}(C)\to\infty and that CC is concentrated about its mean. Thus the theorem holds for, e.g., H=BnS2nH=B_{n}\subseteq S_{2n} and many other choices.

3 A General Theorem

This section derives a theorem for the joint distribution of the number of ii cycles ai(σ)a_{i}(\sigma) for σΓnSn\sigma\in\Gamma^{n}\rtimes S_{n}. The theorem is given in two forms:

  1. 1.

    an exact result for {ai}i=1\{a_{i}\}_{i=1}^{\infty} when nn is randomized;

  2. 2.

    a limiting result when nn is large.

Theorem 5.

Fix kk and ΓSk\Gamma\subseteq S_{k}. Let Gn=ΓnSnG_{n}=\Gamma^{n}\rtimes S_{n}. Let GG_{\infty} be the union of GnG_{n}, 0n<0\leq n<\infty. For 0<t<10<t<1, define UtU_{t} on GG_{\infty} as follows: pick N{0,1,2,}N\in\{0,1,2,\dots\} with P(N=n)=(1t)tnP(N=n)=(1-t)t^{n}, then pick σGn\sigma\in G_{n} uniformly. For σ1i<iai(σ)\sigma\sim\prod_{1\leq i<\infty}i^{a_{i}(\sigma)}, under UtU_{t}, the joint distribution of {ai(σ)}i=1\{a_{i}(\sigma)\}_{i=1}^{\infty} is the same as the joint distribution of

Ai\displaystyle A_{i} =λkjl=iaj(λ)Zlλ\displaystyle=\sum_{\begin{subarray}{c}\lambda\vdash k\\ jl=i\end{subarray}}a_{j}(\lambda)Z_{l\lambda} (9)
Zlλ\displaystyle Z_{l\lambda} Poiss(tllPΓ(λ)),with Zlλ independent.\displaystyle\sim\operatorname{Poiss}\left(\frac{t^{l}}{l}P_{\Gamma}(\lambda)\right),\qquad\text{with $Z_{l\lambda}$ independent.} (10)

The sum in (9) is over partitions of mm and j,lj,l\in\mathbb{N} that multiply to ii, and so is finite. PΓ(λ)P_{\Gamma}(\lambda) is the probability that a uniformly chosen element of Γ\Gamma has cycle type nn.

Note, as in Example 1 of the Introduction, the same ZlλZ_{l\lambda} may appear in several of the AiA_{i} so these are dependent, compound Poisson variates as in 2.3.

Theorem 6.

Fix kk and ΓSk\Gamma\subseteq S_{k}. Let Gn=ΓnSnG_{n}=\Gamma^{n}\rtimes S_{n}. Pick σGn\sigma\in G_{n} uniformly and let σi=1kniai(σ)\sigma\sim\prod_{i=1}^{kn}i^{a_{i}(\sigma)}. Then, as nn\nearrow\infty, the joint distribution of {ai(σ)}i=1kn\{a_{i}(\sigma)\}_{i=1}^{kn} converges (weakly) to the law of {Ai}i=1\{A_{i}\}_{i=1}^{\infty} with AiA_{i} as in (10) with t=1t=1.

A quantitative form of 6, showing that the total variation distance between the laws {ai}i=1b\{a_{i}\}_{i=1}^{b}, {Ai}i=1b\{A_{i}\}_{i=1}^{b} is at most 2b/n2b/n is in 4.

The proofs of 5 and 6 use moments. It may help the reader to recall that if X,Y,ZX,Y,Z are independent Poisson λ,μ,ν\lambda,\mu,\nu, then

\displaystyle\bullet\ E(xjX)=exp{λ(xj1)}\displaystyle E(x^{jX})=\exp\{\lambda(x^{j}-1)\}
\displaystyle\bullet\ For A=jX+lZ,B=kY+lZ,j,k,l,l+,\displaystyle\text{For }A=jX+lZ,\ B=kY+l^{\prime}Z,\ j,k,l,l^{\prime}\in\mathbb{N}_{+},
E(xAyB)=exp{λ(xj1)+μ(yk1)+ν(xlyl1)}\displaystyle E(x^{A}y^{B})=\exp\{\lambda(x^{j}-1)+\mu(y^{k}-1)+\nu(x^{l}y^{l^{\prime}}-1)\}

Similarly, if for every non-empty subset s[n]s\subseteq[n], XsX_{s} are independent Poisson (λs)(\lambda_{s}) and CsiC_{s}^{i}\in\mathbb{N}, Wi=sCsiXsW_{i}=\sum_{s}C_{s}^{i}X_{s}, then

E(i[n]xiWi)=exp{s[n]λs(isxiCsi1)}.E\left(\prod_{i\in[n]}x_{i}^{W_{i}}\right)=\exp\left\{\sum_{s\subseteq[n]}\lambda_{s}\left(\prod_{i\in s}x_{i}^{C_{s}^{i}}-1\right)\right\}.
Example 3.1.

The notation in 5 and 6 is daunting. Consider 6 with Γ=S3\Gamma=S_{3} as in 1 of the Introduction. Then, λ=13,21,3\lambda=1^{3},21,3 with respective chances

PS3(13)=1/6,PS3(21)=1/2,PS3(3)=1/3.P_{S_{3}}(1^{3})=1/6,\quad P_{S_{3}}(21)=1/2,\quad P_{S_{3}}(3)=1/3.

Consider A1A_{1}. The sum in (9) has only the term j=l=1j=l=1, so A1=3Z1,13+Z1,21A_{1}=3Z_{1,1^{3}}+Z_{1,21} with Z1,13Poiss(1/6)Z_{1,1^{3}}\sim\operatorname{Poiss}(1/6), Z1,21Poiss(1/2)Z_{1,21}\sim\operatorname{Poiss}(1/2).

Consider A2A_{2}. The sum has only the terms j=1j=1, l=2l=2 or j=2j=2, l=1l=1. So A2=Z1,21+3Z2,13+Z2,21A_{2}=Z_{1,21}+3Z_{2,1^{3}}+Z_{2,21}. The three terms are independent with

Z1,21Poiss(1/2),Z2,13Poiss(1/12),Z2,21Poiss(1/4).Z_{1,21}\sim\operatorname{Poiss}(1/2),\quad Z_{2,1^{3}}\sim\operatorname{Poiss}(1/12),\quad Z_{2,21}\sim\operatorname{Poiss}(1/4).

This matches the claims in 1.

Proof of 5.

From the cycle index facts of 2.3 and 2.4,

n=0ZGn(x1,x2,,xkn)(1t)tn=exp{a=1taa(ZΓ(xa,x2a,,xka)1)}.\sum_{n=0}^{\infty}Z_{G_{n}}(x_{1},x_{2},\dots,x_{kn})(1-t)t^{n}=\exp\left\{\sum_{a=1}^{\infty}\frac{t^{a}}{a}\left(Z_{\Gamma}(x_{a},x_{2a},\dots,x_{ka})-1\right)\right\}.

Expanding the exponent on the right side gives

a=1taaλkPΓ(λ)(b=1kxabab(λ)1)=λka=1taaPΓ(λ)(b=1kxabab(λ)1).\sum_{a=1}^{\infty}\frac{t^{a}}{a}\sum_{\lambda\vdash k}P_{\Gamma}(\lambda)\left(\prod_{b=1}^{k}x_{ab}^{a_{b}(\lambda)}-1\right)=\sum_{\lambda\vdash k}\sum_{a=1}^{\infty}\frac{t^{a}}{a}P_{\Gamma}(\lambda)\left(\prod_{b=1}^{k}x_{ab}^{a_{b}(\lambda)}-1\right).

The right side is the log of the generating function of the dependent compound Poisson variates AiA_{i} in (10) picking off all variates xabx_{ab} where ab=iab=i. ∎

Proof of 6.

As t1t\to 1, the right-hand side of (10) converges to the generating function of the claimed compound Poisson distributions. It must be shown that the coefficient of tnt^{n} on the left-hand side converges to this same limit. This may be argued from the Tauberian arguments of [3] or [34].

However, 4 below gives an independent coupling argument showing that, for any fixed mm, the joint distribution of a1(σ),,am(σ)a_{1}(\sigma),\dots,a_{m}(\sigma) converges to some limit law as nn tends to infinity. Thus, setting xm+1,xm+2,x_{m+1},x_{m+2},\dots equal to 1 and letting En=ESn(i=1mxiai(σ))E_{n}=E_{S_{n}}(\prod_{i=1}^{m}x_{i}^{a_{i}(\sigma)}), the generating functions EnE_{n} converge to a limit EE as nn tends to infinity. Now, Able’s theorem shows that

limt1n=0En(1t)tnE.\lim_{t\to 1}\sum_{n=0}^{\infty}E_{n}(1-t)t^{n}\longrightarrow E.

By inspection, from 5, E=E(i=1mxiAi)E=E(\prod_{i=1}^{m}x_{i}^{A_{i}}). This completes the proof. ∎

4 Coupling for Wreath Products

4.1 Introduction

This section gives a coupling proof of the convergence of the cycle lengths of a random permutation σΓnSn\sigma\in\Gamma^{n}\rtimes S_{n} to the compound Poisson distributions of 6. The proof comes with a rate of convergence which seems difficult to derive from the generating function approach of 3. The argument here is also needed to complete the proof of 6.

Here is a special case of the main result. Let ΓSk\Gamma\subseteq S_{k}. Suppose σ\sigma has ai(σ)a_{i}(\sigma) ii-cycles as a permutation of {1,,kn}\{1,\dots,kn\}. Let {Ai}i=1\{A_{i}\}_{i=1}^{\infty} be the compound Poisson distributions of 6.

Theorem 7.

With notation as above, for σ\sigma uniform in ΓnSn\Gamma^{n}\rtimes S_{n}, for any b,k,nb,k,n\in\mathbb{N}, let μ\mu be the distribution of {ai(σ)}i=1b\{a_{i}(\sigma)\}_{i=1}^{b} and ν\nu be the distribution of {Ai}i=1b\{A_{i}\}_{i=1}^{b}. Then

μνTV2bn.\|\mu-\nu\|_{\operatorname{TV}}\leq\frac{2b}{n}.

7, and variations when kk grows and nn is fixed, are proved by coupling. The coupling is reminiscent of the well known Feller coupling which is briefly recalled.

Build a uniformly distributed permutation σSn\sigma\in S_{n} directly in cycle form as follows. Starting with 11, choose σ(1)\sigma(1) uniformly from [n][n]. Then choose σ(σ(1))\sigma(\sigma(1)) uniformly from [n]σ(1)[n]\setminus\sigma(1). Continue in this manner until σ(i)=1\sigma(i)=1, when the cycle is completed, and then start over with all the unused elements. With n=6n=6, a typical construction is

(1,(14,(146,(146)(2,(146)(2)(3,(146)(2)(35,(146)(2)(35)(1,(14,(146,(146)(2,(146)(2)(3,(146)(2)(35,(146)(2)(35)

with steps 0 through 6. At step three, 11 is chosen as the image of 66, so the cycle closes and another begins with an arbitrary element out of {2,3,5}\left\{2,3,5\right\}. In step four this element is chosen as the image of itself, creating a fixed point and continuing with a new cycle. If ζi\zeta_{i} is one or zero as a new cycle is started at step ni+1n-i+1, clearly P(ζi=1)=1/iP(\zeta_{i}=1)=1/i, 1in1\leq i\leq n.

The joint distribution of the cycle lengths can be neatly described just using the independent random variables ζi\zeta_{i}. Following the careful description of [35], say an ll-spacing occurs in a binary sequence b1,b2,b_{1},b_{2},\dots starting at position ili-l and ending at position ii if bil,,bi=10l11b_{i-l},\dots,b_{i}=10^{l-1}1. If ClC_{l} is the number of ll spacings in ζ1,,ζn100\zeta_{1},\dots,\zeta_{n}100\dots, then

{Cl}l=1n=𝐿{al(σ)}l=1n,\{C_{l}\}_{l=1}^{n}\overset{L}{=}\{a_{l}(\sigma)\}_{l=1}^{n},

where σ\sigma is uniformly chosen in SnS_{n}. A coupling argument shows that the limit distribution of cycle counts can then be read from an infinite random binary string ζ=ζ1ζ2ζnζn+1\zeta=\zeta_{1}\zeta_{2}\dots\zeta_{n}\zeta_{n+1}\dots with P(ζi=1)=1/iP(\zeta_{i}=1)=1/i. A surprising theorem of Ignatov (see [35]) says that the number of ll blocks in ζ\zeta is (exactly) Poiss(1/l)\operatorname{Poiss}(1/l) and that these are independent as ll varies (!). All of this and extensions to Ewens distributed random permutations is wonderfully explained in [35] which also includes a scholarly review of the literature.

In 4.2 we give a similar representation of the distribution of {ai(σ)}\{a_{i}(\sigma)\} using binary indicators for σΓnSn\sigma\in\Gamma^{n}\rtimes S_{n}. The proof of 7 and several extensions is in 4.3. The full coupling is described in 4.4 with examples.

4.2 Cycles from binary indicators

For clarity we single out here the simplified construction to sample the cycle type of a random σΓnSn\sigma\in\Gamma^{n}\rtimes S_{n} using binary indicators. Showing that these indicators indeed arise from sampling the permutation itself is relegated to 4.4. Let ζ1,,ζn\zeta_{1},\dots,\zeta_{n} be distributed ζiBer(1/i)\zeta_{i}\sim\text{Ber}(1/i) independently and Y1,,YnY_{1},\dots,Y_{n} be the cycle types of iid Γ\Gamma-permutations. Let El,iE_{l,i} be the event that there is an ll-space in ζ1ζn1\zeta_{1}\dots\zeta_{n}1 starting at position ii.

Proposition 4.

With the construction above, for 1bkn1\leq b\leq kn, set

Cbjl=bi=1naj(Yi)1El,iC_{b}\coloneqq\sum_{\begin{subarray}{c}jl=b\end{subarray}}\sum_{i=1}^{n}a_{j}(Y_{i})1_{E_{l,i}} (11)

Then there is equality of joint distributions,

{Cb}b=1kn=𝐿{ab(σ}b=1kn,\{C_{b}\}_{b=1}^{kn}\overset{L}{=}\{a_{b}(\sigma\}_{b=1}^{kn},

where σ\sigma is chosen uniformly in ΓnSn\Gamma^{n}\rtimes S_{n} and has ai(σ)a_{i}(\sigma) ii-cycles.

Note.

The {Cb}\{C_{b}\} (and so the cycle indices {ab(σ)}\{a_{b}(\sigma)\}) have somewhat complex dependence, even in the large-nn limit (see 1).

4 is proved in 4.4. It is used in 4.3 to give a coupling argument showing that {ai(σ)}i=1b\{a_{i}(\sigma)\}_{i=1}^{b} has a limit. This will complete the proof of 6.

4.3 Coupling to the limit

This section provides a coupling proof of 7 and some refinements. Throughout, let ζi\zeta_{i} be independent Bernoulli with P{ζi=1}=1/iP\{\zeta_{i}=1\}=1/i, 1i<1\leq i<\infty. 4 of 4.2 uses these binary indicators (and some independent auxiliary variates YiY_{i}) to construct random variables CbC_{b} shown to be equidistributed with the number of bb-cycles in a uniform element of ΓnSn\Gamma^{n}\rtimes S_{n}. The construction only needs ζ1,,ζn\zeta_{1},\dots,\zeta_{n}, but the formula defining CbC_{b} works for infinite sequences as well. Let CbC_{b}^{\infty} be the random variables constructed from the infinite sequence by the formulae of 4.

Theorem 8.

For any B,k,nB,k,n\in\mathbb{N}, ΓSk\Gamma\subseteq S_{k}, let μ\mu be the distribution of CbC_{b}, 1bB1\leq b\leq B, and ν\nu be the distribution of CbC_{b}^{\infty}, 1bB1\leq b\leq B. Then

μνTV2Bn.\|\mu-\nu\|_{\operatorname{TV}}\leq\frac{2B}{n}.
Proof.

Mirroring the proof of [5, Lemma 1.4] note that Cb>CbC_{b}>C_{b}^{\infty} is only possible due to the deterministic ζn+1=1\zeta_{n+1}=1 for CbC_{b}, while for CbC_{b}^{\infty} the (n+1)(n+1)th indicator term remains random. This can only lead to extra cycles with lengths in {1,,B}\{1,\dots,B\} if the space preceding this 1 is of length at most BB. For fixed ini\leq n,

P{ζni+1ζnζn+1=10i11}=1ni+1ni+1ni+2nn+1=1n+1.P\{\zeta_{n-i+1}\zeta_{n}\zeta_{n+1}=10^{i-1}1\}=\frac{1}{n-i+1}\frac{n-i+1}{n-i+2}\dots\frac{n}{n+1}=\frac{1}{n+1}.

Now, a union bound shows the probability that the number of zeros preceding ζn+1=1\zeta_{n+1}=1 is of length at most BB is at most B/(n+1)B/(n+1).

Similarly, for b{1,,B}b\in\{1,\dots,B\}, Cb<CbC_{b}<C_{b}^{\infty} can only occur if a bb spacing in ζ\zeta occurs after nn. Now,

k>n+1P{ζkbζk=10b11}=k>n+11(k1)k=1n+1.\sum_{k>n+1}P\{\zeta_{k-b}\dots\zeta_{k}=10^{b-1}1\}=\sum_{k>n+1}\frac{1}{(k-1)k}=\frac{1}{n+1}.

Thus, union bounding over 1bB1\leq b\leq B gives that the probability of an extra space in the tail is at most B/(n+1)B/(n+1). Combining bounds,

P{CbCb for any 1bB}2Bn+1.P\left\{C_{b}\neq C_{b}^{\infty}\text{ for any }1\leq b\leq B\right\}\leq\frac{2B}{n+1}.\qed
Corollary 1 (Proof of 7).

The preceding argument shows that the joint distribution of {Cb}b=1kn\{C_{b}\}_{b=1}^{kn} converges to the joint distribution of {Cb}b=1\{C_{b}^{\infty}\}_{b=1}^{\infty} (in the sense of finite dimensional distributions). 4 identifies the first with the joint distribution of {ai(σ)}i=1kn\{a_{i}(\sigma)\}_{i=1}^{kn} with σ\sigma uniform in ΓnSn\Gamma^{n}\rtimes S_{n}. 6 shows that the Abel limit of the generating function of {ai(σ)}i=1kn\{a_{i}(\sigma)\}_{i=1}^{kn} converges to the generating function of the compound Poisson distributions of 7. Since 8 shows that the sequence of random variables {ai(σ)}i=1kn\{a_{i}(\sigma)\}_{i=1}^{kn} converge to “something” (here {Cb}b=1\{C_{b}^{\infty}\}_{b=1}^{\infty}) that something must be the claimed compound Poisson limits. \square

8 is uniform in kk but requires nn\to\infty. For the special case Γ=Sk\Gamma=S_{k}, it is possible to obtain a convergence theorem for fixed nn as kk\to\infty. In this case we sample the YiY_{i} of 4.2 using sequences ηi=η1i,,ηki\eta^{i}=\eta^{i}_{1},\ldots,\eta^{i}_{k} just as we did with ζ\zeta to sample from SnS_{n}, that is ηji\eta^{i}_{j} are Bernoulli with P(ηji=1)=1/jP(\eta^{i}_{j}=1)=1/j independently. The fact that the number of ll-spaces in ηi\eta^{i} is equal in distribution to the number of ll-cycles in SkS_{k} follows from 4 with Γ=S1\Gamma=S_{1} (and is also just the original Feller coupling). Then we define Cb,nC_{b}^{\infty,n} in analogy with CbC_{b}^{\infty}: letting Fl,jiF^{i}_{l,j} be the event that there is an ll-space in ηi\eta^{i} starting at jj

Cbk,njl=bi=1nm=1k1Ej,i1Fl,miC_{b}^{k,n}\coloneqq\sum_{\begin{subarray}{c}jl=b\end{subarray}}\sum_{i=1}^{n}\sum_{m=1}^{k}1_{E_{j,i}}1_{F^{i}_{l,m}}
Theorem 9.

Let σ\sigma be uniform in SknSnS_{k}^{n}\rtimes S_{n} of cycle type {ai(σ)}i=1kn\{a_{i}(\sigma)\}_{i=1}^{kn}. For fixed B,k,nB,k,n, let μ\mu be the joint distribution of {ab(σ)}b=1B\{a_{b}(\sigma)\}_{b=1}^{B}. Let ν\nu be the joint distribution of {Cb,n}b=1B\{C_{b}^{\infty,n}\}_{b=1}^{B}. Suppose finally that k89>ee3/2k\geq 89>e^{e^{3/2}}. Then

μνTV5BlogBlogkk.\|\mu-\nu\|_{\operatorname{TV}}\leq\frac{5B\log B\log k}{k}.

9 is uniform in nn and so we may allow k=f(n)k=f(n) with nn\to\infty. Thus for σ\sigma uniform in Sf(n)nSnS_{f(n)}^{n}\rtimes S_{n}, μ\mu as above, and ν\nu the joint distribution of {Cb,}b=1B\{C_{b}^{\infty,\infty}\}_{b=1}^{B}:

Corollary 2.
μνTV5BlogBlogf(n)f(n)+2Bn.\|\mu-\nu\|_{\operatorname{TV}}\leq\frac{5B\log B\log f(n)}{f(n)}+\frac{2B}{n}.
Proof of 9.

Let ζ=ζ1,ζ2,\zeta=\zeta_{1},\zeta_{2},\dots. By Ignatov’s theorem, the number of ii-spacings in ζ\zeta are independent Poiss(1/i)\operatorname{Poiss}(1/i), 1i<1\leq i<\infty. From the coupling, the number of spacings in 1ζ1ζn11\zeta_{1}\dots\zeta_{n}1 of size at most BB is stochastically dominated by 1+i=1BXi1+\sum_{i=1}^{B}X_{i}, where XiX_{i} are independent Poiss(1/i)\operatorname{Poiss}(1/i). This in turn is stochastically dominated by XPoiss(2logB)X\sim\operatorname{Poiss}(2\log B). By Bennett’s inequality,

P{X>2logBlogk}\displaystyle P\{X>2\log B\log k\} exp{2logB(logkloglogklogk)}\displaystyle\leq\exp\left\{-2\log B\left(\log k\log\log k-\log k\right)\right\}
exp{logBlogk},\displaystyle\leq\exp\{-\log B\log k\},

where kee3/2k\geq e^{e^{3/2}}. Let EE be the event that there are at most 2logBlogk2\log B\log k spacings in ζ1ζ2ζn1\zeta_{1}\zeta_{2}\dots\zeta_{n}1 of size at most BB. Then 8 may be applied for each ηi\eta^{i} with a union bound to give

P{Cbk,nCb,n for any 1bB|E}4BlogBlogkk.P\{C_{b}^{k,n}\neq C_{b}^{\infty,n}\text{ for any }1\leq b\leq B|E\}\leq\frac{4B\log B\log k}{k}.

This yields

P{Cbk,nCb,n for any 1bB}\displaystyle P\{C_{b}^{k,n}\neq C_{b}^{\infty,n}\text{ for any }1\leq b\leq B\} 4BlogBlogkk+exp{logBlogk}\displaystyle\leq\frac{4B\log B\log k}{k}+\exp\{-\log B\log k\}
5BlogBlogkk.\displaystyle\leq\frac{5B\log B\log k}{k}.\qed

We further have an explicit description of the limit law of 9, which is proved in [36].

Theorem 10.

Let σ\sigma be uniform in SknSnS_{k}^{n}\rtimes S_{n} of cycle type {ai(σ)}i=1kn\{a_{i}(\sigma)\}_{i=1}^{kn}. As both k,nk,n\nearrow\infty the joint distribution of {ai(σ)}i=1kn\{a_{i}(\sigma)\}_{i=1}^{kn} converges (weakly) to the law of {Ai}i=1\{A_{i}\}_{i=1}^{\infty} with

Ai=kl=ij=1jXl,k,jA_{i}=\sum_{kl=i}\sum_{j=1}^{\infty}jX_{l,k,j}

where Xl,k,jPoiss(pjkl)X_{l,k,j}\sim\operatorname{Poiss}\left(\frac{p^{k}_{j}}{l}\right) mutually independently for l,k,jl,k,j and pjkp^{k}_{j} is the Poisson PMF with parameter 1/k1/k evaluated at jj.

As appealing and useful as these coupling bounds are, it must be remembered that they can be exponentially far off. For σ\sigma uniform in SnS_{n}, μ\mu the law of a1(σ)a_{1}(\sigma), ν=Poiss(1)\nu=\operatorname{Poiss}(1),

μνTV2n(n+1)!.\|\mu-\nu\|_{\operatorname{TV}}\leq\frac{2^{n}}{(n+1)!}.

See [37] for detailed discussion.

4.4 A Feller coupling for Wreath products

This section provides a direct sequential description of a uniform σΓnSn\sigma\in\Gamma^{n}\rtimes S_{n} in cycle form. Keeping track of the steps of the algorithm yields the binary indicators ζi\zeta_{i} (and ηji\eta^{i}_{j}) used previously.

Recall that ΓSk\Gamma\subseteq S_{k}, σ=(γ1,,γn;η)\sigma=(\gamma_{1},\dots,\gamma_{n};\eta) for γiΓ\gamma_{i}\in\Gamma, ηSn\eta\in S_{n}. Then σ\sigma acts on {1,,kn}\{1,\dots,kn\} by using γ1\gamma_{1} to permute {1,,k}\{1,\dots,k\}, γ2\gamma_{2} to permute {k+1,,2k}\{k+1,\dots,2k\}, ,γn\dots,\gamma_{n} to permute {(n1)k+1,,nk}\{(n-1)k+1,\dots,nk\}, and finally η\eta permutes these nn blocks.

Example 4.1.

When k=3,n=4k=3,n=4, [(132),(1)(23),(312),(1)(2)(3);(1432)]\left[(132),(1)(23),(312),(1)(2)(3);(1432)\right] acts on {1,,12}\{1,\dots,12\} by first permuting within blocks as

123456789101112312465897101112\begin{array}[]{cccccccccccc}1&2&3&4&5&6&7&8&9&10&11&12\\ 3&1&2&4&6&5&8&9&7&10&11&12\end{array}

and then using η\eta on the blocks to get

σ=123456789101112101112312465897.\sigma=\begin{array}[]{cccccccccccc}1&2&3&4&5&6&7&8&9&10&11&12\\ 10&11&12&3&1&2&4&6&5&8&9&7\end{array}.

In cycle notation σ=(1 10 8 6 2 11 9 5)(3 12 7 4)\sigma=(1\,10\,8\,6\,2\,11\,9\,5)(3\,12\,7\,4) with a4(σ)=1a_{4}(\sigma)=1, a8(σ)=1a_{8}(\sigma)=1.

The coupling depends on a sequential procedure for building up the cycle representation directly, one step at a time. This is described below, where the case S34S4S_{3}^{4}\rtimes S_{4} will be used as a running example.

  • 1.

    Begin by putting the nn blocks {1,,k},{k+1,,2k}\{1,\dots,k\},\{k+1,\dots,2k\}\dots in an urn. The nn fixed places for these blocks will be called “block places”.

  • 2.

    Pick a block at random from the urn, remove it, permute the elements by a uniformly chosen γΓ\gamma\in\Gamma, and place it under place 1. In the example, if block 4 is chosen first, and γ=\gamma= id, the permutation starts

    123456789101112101112.\begin{array}[]{cccccccccccc}1&2&3&4&5&6&7&8&9&10&11&12\\ 10&11&12\end{array}.
  • 3.

    Construct a bookkeeping array of “open cycles” (1,γ1;(2,γ2;;(k,γk(1,\gamma_{1};(2,\gamma_{2};\dots;(k,\gamma_{k}. In the example: (1,10;(2,11;(3,12(1,10;(2,11;(3,12.

  • 4.

    Pick a random remaining block from the urn, permute it by a uniformly chosen γΓ\gamma\in\Gamma, and place it under the previously chosen block. Then extend the kk open cycles in the bookkeeping array. In the example, this results in

    123456789101112101112897\begin{array}[]{cccccccccccc}1&2&3&4&5&6&7&8&9&10&11&12\\ 10&11&12&&&&&&&8&9&7\end{array}

    if the block containing 789789 is chosen second and γ\gamma permutes this to 897897. The bookkeeping array becomes (1,10,8;(2,11,9;(3,12,7(1,10,8;(2,11,9;(3,12,7.

  • 5.

    Continue in this fashion, extending the open cycles in the bookkeeping array until the block in place 1 is pulled from the urn, forcing them to close. In the example this may look like

    123456789101112101112213897\begin{array}[]{cccccccccccc}1&2&3&4&5&6&7&8&9&10&11&12\\ 10&11&12&&&&2&1&3&8&9&7\end{array}

    and (1,10,8);(2,11,9,3,12,7)(1,10,8);(2,11,9,3,12,7).

  • 6.

    If there are more blocks left in the urn, start again by setting the leftmost unused block as the new “place 1” (head of kk new cycles). Proceed to pick images uniformly from the urn until closure as above. In the example there is only one choice for its image (itself), so the new cycles are immediately closed

    123456789101112101112465213897\begin{array}[]{cccccccccccc}1&2&3&4&5&6&7&8&9&10&11&12\\ 10&11&12&4&6&5&2&1&3&8&9&7\end{array}

    and (1,10,8);(2,11,9,3,12,7);(4);(5,6)(1,10,8);(2,11,9,3,12,7);(4);(5,6)

It’s clear that the chosen σ\sigma is uniform in ΓnSn\Gamma^{n}\rtimes S_{n}. Inspecting the above, one may see that only two pieces of information are relevant to the final cycle lengths. Consider the time of first closure ii (i=3i=3 in the example). The value of ii determines the lengths of the kk partial cycles immediately before closing. The cycle type of γiγ1\gamma_{i}\circ\dots\circ\gamma_{1} determines the way in which they close (merging). However since the γi\gamma_{i} are all iid uniform permutations this composition is simply a uniform Γ\Gamma-permutation. Of course these observations hold for all subsequent closure times as well. Thus if one only cares about the cycle type of σ\sigma one may throw away all information except the closure times and the cycle type of a single Γ\Gamma-permutation for each closure.

Given this, we may directly sample these random variables without sampling the whole permutation. The closure times are 1’s in the sequence ζ=ζ1ζ2ζn1\zeta=\zeta_{1}\zeta_{2}\ldots\zeta_{n}1 from 4.2 with P(ζi=1)=1/iP(\zeta_{i}=1)=1/i. We must add a terminal one for this spacing interpretation to work, and also choose to write the sequence such that the 1’s corresponding to closure times arrive from right to left in the interest of making these sequences infinite later. When ζi=1\zeta_{i}=1 is the left endpoint of an ll-space the corresponding YiY_{i} from 4.2 represents the cycle type of γiγi+l\gamma_{i}\circ\dots\circ\gamma_{i+l}, which by inspection yields aj(Yi)a_{j}(Y_{i}) cycles of length jljl as in (11). This proves 4. \square

5 Three Theorems About Patterns

There are myriad theorems about the distribution of various properties of random permutations. Most all can be adapted (and studied) for the Wreath products considered here. For a first stab at the distribution of the longest increasing subsequence, see [38]. This brief section treats two basic statistics: descents and inversions for permutations induced by Wreath products. It also treats a different action of Sk×SnS_{k}\times S_{n}. For simplicity, we treat throughout the case

SknSnSkn,S_{k}^{n}\rtimes S_{n}\subseteq S_{kn},

but most arguments extend in a transparent way to ΓnSn\Gamma^{n}\rtimes S_{n} with ΓSk\Gamma\subseteq S_{k}.

5.1 Descents

The “up/down” pattern in a permutation is captured by the number of descents. For σSn\sigma\in S_{n}, d(σ)=#{i:σi>σi+1,1in1}d(\sigma)=\#\{i:\sigma_{i}>\sigma_{i+1},1\leq i\leq n-1\}. If σ\sigma is uniform in SnS_{n},

μn=En(d(σ))=n12,σn2=Varn(d(σ))=n+112,\mu_{n}=E_{n}(d(\sigma))=\frac{n-1}{2},\qquad\sigma_{n}^{2}=\operatorname{Var}_{n}(d(\sigma))=\frac{n+1}{12}, (12)

and, normalized by its mean and standard deviation, d(σ)d(\sigma) has a limiting standard normal distribution when nn is large. Proofs and extensive further discussion are in [39]. The extension to SknSnS_{k}^{n}\rtimes S_{n} is straightforward:

Theorem 11.

Let σ\sigma be uniformly chosen in SknSnS_{k}^{n}\rtimes S_{n}. Then

Ekn(d(σ))=n(k1)2+n12,Varkn=n(k+1)12+n+112,E_{kn}(d(\sigma))=\frac{n(k-1)}{2}+\frac{n-1}{2},\qquad\operatorname{Var}_{kn}=\frac{n(k+1)}{12}+\frac{n+1}{12},

and, normalized by its mean and standard deviation, d(σ)d(\sigma) has a limiting standard normal distribution when nn is large.

Proof.

Write σ=(γ1,,γn;η)\sigma=(\gamma_{1},\dots,\gamma_{n};\eta) for γiSk\gamma_{i}\in S_{k}, ηSn\eta\in S_{n}. By inspection,

d(σ)=i=1nd(γi)+d(η).d(\sigma)=\sum_{i=1}^{n}d(\gamma_{i})+d(\eta).

All the summands are independent. the first sum has mean n(k1)/2=μ1n(k-1)/2=\mu_{1}, variance n(k+1)/12=σ12n(k+1)/12=\sigma_{1}^{2} and, when normalized, a limiting standard normal distribution. The term d(η)d(\eta) has mean (n1)/2=μ2(n-1)/2=\mu_{2}, variance (n+1)/12=σ22(n+1)/12=\sigma_{2}^{2} and, when nn is large, normalized, a limiting standard normal distribution. This implies

d(σ)μ1μ2σ12+σ22=i=1nd(γi)μ1σ1σ1σ12+σ22+d(η)μ2σ2σ2σ12+σ22\frac{d(\sigma)-\mu_{1}-\mu_{2}}{\sqrt{\sigma_{1}^{2}+\sigma_{2}^{2}}}=\frac{\sum_{i=1}^{n}d(\gamma_{i})-\mu_{1}}{\sigma_{1}}\frac{\sigma_{1}}{\sqrt{\sigma_{1}^{2}+\sigma_{2}^{2}}}+\frac{d(\eta)-\mu_{2}}{\sigma_{2}}\frac{\sigma_{2}}{\sqrt{\sigma_{1}^{2}+\sigma_{2}^{2}}}

has a limiting standard normal distribution. ∎

The preceding argument works for kk fixed or growing with nn.

5.2 Inversions

For σSn\sigma\in S_{n}, the number of inversions in σ\sigma, I(σ)I(\sigma), is defined as I(σ)=#{i<j:σ(i)>σ(j)}I(\sigma)=\#\{i<j:\sigma(i)>\sigma(j)\}. This is a standard measure of disarray, widely used in statistical testing as Kendal’s tau. Extensive references and further developments are in [40]. As is shown there (and classically),

En(I(σ))=(n2)2,Varn(I(σ))=n(n1)(2n+5)72,E_{n}(I(\sigma))=\frac{\binom{n}{2}}{2},\qquad\operatorname{Var}_{n}(I(\sigma))=\frac{n(n-1)(2n+5)}{72},

and, normalized by its mean and standard deviation, I(σ)I(\sigma) has a limiting standard normal distribution. Again, the extension to SknSnS_{k}^{n}\rtimes S_{n} is straightforward.

Theorem 12.

Let σ\sigma be uniformly chosen in SknSnS_{k}^{n}\rtimes S_{n}. Then

Ekn(I(σ))=k2(n2)4,Varkn(I(σ))=k4n(n1)(2n+5)72+nk(k+1)(2k+5)72,E_{kn}(I(\sigma))=\frac{k^{2}\binom{n}{2}}{4},\qquad\operatorname{Var}_{kn}(I(\sigma))=\frac{k^{4}n(n-1)(2n+5)}{72}+\frac{nk(k+1)(2k+5)}{72},

and, normalized by its mean and standard deviation, I(σ)I(\sigma) has a limiting standard normal distribution.

Proof.

For σ=(γ1,,γn;η)\sigma=(\gamma_{1},\dots,\gamma_{n};\eta), γiSk\gamma_{i}\in S_{k}, ηSn\eta\in S_{n}, by inspection

I(σ)=k2I(η)+i=1nI(γi).I(\sigma)=k^{2}I(\eta)+\sum_{i=1}^{n}I(\gamma_{i}).

The proof now follows as in 11; further details are omitted. ∎

The proofs here lean on the classical central limit theorem and normal limit theorems for d(σ)d(\sigma), I(σ)I(\sigma) in SnS_{n}. All of these ingredients are available with Berry–Esseen-type errors. These transfer in a straightforward way.

5.3 A different action

John Kingman has pointed to a different appearance of Poisson distributions for the distribution of cycles of large subgroups of SNS_{N}. Consider Sk×SnS_{k}\times S_{n} acting on [k]×[n][k]\times[n] via

(i,j)(σ,τ)=(σ(i),τ(j)),σSk,τSn.(i,j)^{(\sigma,\tau)}=\left(\sigma(i),\tau(j)\right),\qquad\sigma\in S_{k},\ \tau\in S_{n}.

The nknk points are permuted by (σ,τ)(\sigma,\tau) and one may ask about features such as cycles.

Example 5.1.

For k=4,n=13k=4,n=13, one can picture a deck of cards with A–K of each of the four suits in order, row by row. Permute the rows by σ\sigma and the columns by τ\tau.

Example 5.2.

Consider a1(σ,τ)a_{1}(\sigma,\tau), the number of fixed points. For (i,j)(i,j) to be fixed, row ii and column jj must be fixed so that a1(σ,τ)=a1(σ)a1(τ)a_{1}(\sigma,\tau)=a_{1}(\sigma)a_{1}(\tau). For kk and nn large, a1(σ)a_{1}(\sigma) and a1(τ)a_{1}(\tau) converge to XYXY with XX and YY independent Poiss(1)\operatorname{Poiss}(1) distributions. The product of independent Poissons is no longer infinitely divisible, so not a compound Poisson variate.

Example 5.3.

With the preceding notation, for nn and kk large, 13 below gives the joint limiting distribution of {ai}i=1kn\{a_{i}\}_{i=1}^{kn}. As an example,

a2Y2X1+(Y1+2Y2)X2,a_{2}\Longrightarrow Y_{2}X_{1}+(Y_{1}+2Y_{2})X_{2},

with Xi,YiX_{i},Y_{i} independent Poiss(1/i)\operatorname{Poiss}(1/i) variates.

The general form of the limit is a quadratic polynomial in compound Poisson variates. The general result is usefully organized by another result of classical Pólya theory:

Proposition 5.
ZSk×Sn(x1,,xkn)=λkμn1zλzμi,jx[i,j](i,j)ai(λ)aj(μ),Z_{S_{k}\times S_{n}}(x_{1},\dots,x_{kn})=\sum_{\begin{subarray}{c}\lambda\vdash k\\ \mu\vdash n\end{subarray}}\frac{1}{z_{\lambda}z_{\mu}}\prod_{i,j}x_{[i,j]}^{(i,j)a_{i}(\lambda)a_{j}(\mu)},

where [i,j],(i,j)[i,j],(i,j) denote the least common multiple and greatest common divisor, 1ik1\leq i\leq k, 1jn1\leq j\leq n. For generalizations of this result to products of subgroups see [41].

Example 5.4.
ZS2×S3(x1,,x6)=112{x16+3x12x22+2x32+4x23+2x6}.Z_{S_{2}\times S_{3}}(x_{1},\dots,x_{6})=\frac{1}{12}\{x_{1}^{6}+3x_{1}^{2}x_{2}^{2}+2x_{3}^{2}+4x_{2}^{3}+2x_{6}\}.

The general theorem follows from the proposition using Poissonization as in (7).

Theorem 13.

Pick (σ,τ)(\sigma,\tau) uniformly in Sk×SnS_{k}\times S_{n}. Let al(σ,τ)a_{l}(\sigma,\tau) be the number of ll-cycles in the product action. Then, for kk and nn large,

{al}l=1{A}l=1,\{a_{l}\}_{l=1}^{\infty}\Longrightarrow\{A\}_{l=1}^{\infty},

with

Al=alXai:[i,a]=l(i,a)YiA_{l}=\sum_{a\mid l}X_{a}\sum_{i:[i,a]=l}(i,a)Y_{i} (13)

and

XaPoiss(1a),YiPoiss(1i),all Xa,Yi independent.X_{a}\sim\operatorname{Poiss}\left(\frac{1}{a}\right),\quad Y_{i}\sim\operatorname{Poiss}\left(\frac{1}{i}\right),\quad\text{all $X_{a},Y_{i}$ independent.}
Proof.

Using 5 and (7), the generating function

n=0ZSk×Sn(x1,,xkn)(1t)tn=λk1zλexp{a=1taa(saλ1)},\sum_{n=0}^{\infty}Z_{S_{k}\times S_{n}}(x_{1},\dots,x_{kn})(1-t)t^{n}=\sum_{\lambda\vdash k}\frac{1}{z_{\lambda}}\exp\left\{\sum_{a=1}^{\infty}\frac{t^{a}}{a}(s_{a\lambda}-1)\right\},

with

saλ=i=1kx[a,i](a,i)ai(λ).s_{a\lambda}=\prod_{i=1}^{k}x_{[a,i]}^{(a,i)a_{i}(\lambda)}.

Consider the marginal distribution of ala_{l}. Its generating function is obtained by setting xi=1x_{i}=1 for ili\neq l and xl=xx_{l}=x. Fix aa and λ\lambda and consider the exponent of xx in saλs_{a\lambda}. This is Nl(a,λ)=i:[a,i]=l(i,a)ai(λ)N_{l}(a,\lambda)=\sum_{i:[a,i]=l}(i,a)a_{i}(\lambda) provided ala\mid l. It is zero otherwise. Thus

n=0ESk×Sn(xal)(1t)tn=λk1zλexp{altaaxNl(a,λ)}.\sum_{n=0}^{\infty}E_{S_{k}\times S_{n}}(x^{a_{l}})(1-t)t^{n}=\sum_{\lambda\vdash k}\frac{1}{z_{\lambda}}\exp\left\{\sum_{a\mid l}\frac{t^{a}}{a}x^{N_{l}(a,\lambda)}\right\}.

For fixed λ\lambda the exponential is the generating function of the compound Poisson distribution

akXaNl(a,λ)with XaPoiss(tka) independent.\sum_{a\mid k}X_{a}N_{l}(a,\lambda)\qquad\text{with }X_{a}\sim\operatorname{Poiss}\left(\frac{t^{k}}{a}\right)\text{ independent.}

As kk tends to infinity, under the probability 1/zλ1/z_{\lambda}, the joint distribution of {ai}i=1k\{a_{i}\}_{i=1}^{k} tends to the independent Poisson {Yi}i=1\{Y_{i}\}_{i=1}^{\infty}. Now let t1t\to 1, the Tauberian arguments of [3] complete the proof that the marginal distribution of ala_{l} converges to AlA_{l} as in (13). The result for the joint distribution is similar and further details are suppressed. ∎

Coupling as in the proof of 7 also gives

Theorem 14.

For any bb\in\mathbb{N} and (σ,τ)(\sigma,\tau) uniform in Sf(n)×SnS_{f(n)}\times S_{n}, let μ\mu be the distribution of {al(σ,τ)}l=1b\{a_{l}(\sigma,\tau)\}_{l=1}^{b} and ν\nu be the distribution of {Al}l=1b\{A_{l}\}_{l=1}^{b}. Then

μνTV2bf(n)+2bn.\|\mu-\nu\|_{\operatorname{TV}}\leq\frac{2b}{f(n)}+\frac{2b}{n}.
Proof sketch.

Taking a Bernoulli sequence for each of σSf(n)\sigma\in S_{f(n)} and τSn\tau\in S_{n} as in 4.2 one has that a space (cycle) of length ii in the first and a space of length jj in the second combine to create (i,j)(i,j) cycles of length [i,j][i,j] in (σ,τ)(\sigma,\tau). The same computation as in the proof of 8 and noting the symmetry in the two dimensions then gives the bound. ∎

6 Acknowledgments and Funding Sources

Acknowledgments: We thank David Aldous, Sourav Chatterjee, Jason Fulman, Bob Guralnick, Michael Howes, John Kingman, Gerad Letac, Martin Liebeck, Arun Ram and Chenyang Zhong for their help throughout this project.

Funding: This work was supported by the National Science Foundation [grant number 1954042].

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