STOCHASTIC PROCESSES: HOMEWORK 6

HARRY CRANE

1. Homework 6: Random permutations and partitions

Problem 1.1. For fixed n ≥ 1, a permutation σ is a bijection [n] → [n]. Any permutation can
be written as a unique product of cycles, where each element appears only once in each cycle.
For example, the permutation σ(1) = 3, σ(2) = 4, σ(3) = 1, σ(4) = 5, σ(5) = 2 can be written
σ = (13)(245). Let #σ denote the number of cycles of σ.
(i) Let S(n, r) := #{σ ∈ Sn : #σ = r} be the number of permutations of [n] with exactly r-cycles.
Derive the recurrence relation
S(n + 1, r) = S(n, r − 1) + nS(n, r)
and deduce that
X
S(n, r)xr = x↑n = x(x + 1) · · · (x + n − 1).
r≥0

(ii) Let M(θ) = E eθ#Σ be the moment generating function of a uniformly distributed random
permutation, i.e. P{Σ = σ} = 1/n!. Define the associated exponential family by putting
(1) P θ {Σ = σ} = exp{θ#σ}/(n!M(θ)), σ ∈ Sn .
Find M(θ).
(iii) The cycles of any permutation determine a unique partition of the set [n] by ignoring the
cycle structure. For example, the permutation above (13)(245) determines the partition
13/245, but so does (13)(254). Given a partition π = B1 / · · · /Bk (with block sizes denoted
#B j ), how many permutations map to π?
(iv) Deduce the marginal distribution on partitions of [n] that is induced by (1) through this
mapping.
Problem 1.2. To follow up from the previous problem, let P[n] be the set of partitions of [n] :=
{1, . . . , n}. For each n ≥ 1, the cardinality of P[n] is given by the Bell numbers, Bn = 1, 2, 5, 15, 52, . . ..
(i) Show that the n-th Bell number, Bn = # P[n] , is the nth moment of the Poisson distribution
with mean 1. (Hint: find a recurrence.)
(ii) The Ewens distribution on P[n] assigns probability
α#π Y
P{Πn = π} = ↑n (#b − 1)!, π ∈ P[n] ,
α b∈π
where #π is the number of blocks of π. Verify that this is a valid probability distribution on
P[n] .
(iii) What is the probability that two distinct elements 1 ≤ i < j ≤ n are in the same block of Πn
drawn from the Ewens distribution with parameter α > 0?
(iv) Find the mean and variance of the number of blocks of Πn from the Ewens distribution.
Express these quantities as a function of n and α.
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(v) Explain what it means for P n to be the marginal distribution of P n+1 and show that this
property holds for the Ewens distribution.
(vi) Show that #Πn is a sum of independent Bernoulli random variables (but not necessarily
identically distributed). Deduce that the number of blocks is approximately Poisson.
(vii) What is the conditional distribution of the block sizes of Πn , given #Πn = k?