Vol. 119, No. 2, 1985

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Random permutations and Brownian motion

John Morse Delaurentis and Boris G. Pittel

Vol. 119 (1985), No. 2, 287–301
Abstract

Consider the cycles of the random permutation of length n. Let Xn(t) be the number of cycles with length not exceeding nt, t [0,1]. The random process Y n(t) = (Xn(t) tlnn)ln12n is shown to converge weakly to the standard Brownian motion W(t), t [0,1]. It follows that, as a process, the empirical distribution function of “loglengths” of the cycles weakly converges to the Brownian Bridge process. As another application, an alternative proof is given for the Erdös-Turán Theorem: it states that the group-order of random permutation is asymptotically e𝒰, where 𝒰 is Gaussian with mean ln2n∕2 and variance ln3n∕3.

Mathematical Subject Classification 2000
Primary: 60C05
Secondary: 11K31, 60F17
Milestones
Received: 29 June 1983
Published: 1 October 1985
Authors
John Morse Delaurentis
Boris G. Pittel