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An observation on permutation matrices

Multiplication table of the 3x3 permutation matrices (source: Wikipedia)

This post is devoted to certain properties of random permutation matrices. Let Sn be the symmetric group, n2, and let Pn be the group of n×n permutation matrices, obtained by the isomorphism σSnPσ=(1j=σ(i))1i,jn. We know that Pn is a subgroup of the orthogonal group On. It is also the set of extremal points of the Birkhoff polytope Bn formed by doubly stochastic matrices (these matrices with entries in [0,1] with rows and columns all summing to one). The uniform probability measure on Pn, which gives mass 1/n! to every atom, is a Haar measure (left and right translation invariant). We denote by J the n×n matrix with all entries equal to 1. We have 1nJBn.

Theorem 1 (Moments and fixed points) Let k1 and ψn(k):=Card{1rn:r|k}. If P is a random matrix uniformly distributed on Pn, and Fk:=E(Pk), then

diag(Fk)=ψn(k)nIand in particularTr(Fk)=ψn(k).

If σ is a random permutation uniformly distributed on Sn, then

E(Card{1in:σk(i)=i})=ψn(k).

Note that nψn(k) grows until ψk(k)=Card{1rk:r|k}.

Proof: The second part follows from the first part since if Pσ:=(1j=σ(i))1i,jn then Pkd=Pkσ=Pσk, and Tr(Pσk)=Card{1in:σk(i)=i}, and thus

Tr(Fk)=E(Tr(Pσk))=E(Card{1in:σk(i)=i}).

To establish the first part, we write, for all 1in,

(Fk)i,i=E((Pσk)i,i)=E(1σk(i)=i)=P(σk(i)=i)=1n!σSn1σk(i)=i.

Now i is a fixed point of σk iff i belongs to a cycle of σ of length r such that r|k. There are

An1,r1=(n1)!(n1(r1))!=(n1)!(nr)!

ways to choose this cycle, and (nr)! ways to permute the elements outside this cycle. Therefore

1n!σSn1σk(i)=i=1n!1rkr|k(n1)!(nr)!(nr)!=ψn(k)n.

Theorem 2 (Structure of Fk) With the settings of theorem 1, we have

Fk=ψn(k)1n1I+(1ψn(k)1n1)1nJ.

In particular, the matrix Fk belongs to the interval [I,1nJ] in Bn.

Proof: Let σ be a random permutation following the uniform distribution on Sn, as in theorem 1. For any fixed τSn, we have τσd=σd=στ, and thus

PτCτ=Fk=CτPτ

where Cτ=E(PσPτPσPτPσk1 times). Therefore, for any τSn,

Pτ1Fk=FkPτ1=Cτ     (1)

and thus, for any τSn

Pτ1FkPτ=Fk.

In other words, for any τSn and any 1i,jn,

(Fk)τ(i),τ(j)=(Fk)i,j.

Thus (Fk)i,i=(Fk)1,1 and (Fk)i,j=(Fk)1,2 for any 1ijn. Since Fk is a stochastic matrix, we have 1=F1,1+(n1)F1,2. Now theorem 1 gives F1,1=ψn(k)n, and the value of F1,2 follows. ☐

Algebra. For k=1, the formula (1) allows to determine F1 without using theorem 1. Namely, for k=1, we have Cτ=E(Pσ)=F1, and thus PτF1=F1=F1Pτ. Therefore F1 has all its rows identical, and all its columns identical, and thus all its entries identical. Since F1 is a stochastic matrix, we obtain F1=1nJ and we recover in particular that Tr(F1)=1=ψn(1). For k>1, the matrix Cτ depends on τ, and we ignore how to deduce Fk by using simply the translation invariance of the law of σ, without using the combinatorics of the cycles structure of σ.

Blocs and cycles. We may play with the cycles decomposition of σ using matrices. Namely, we know that Pσ is conjugated in Pn to i=1Bi where B1Pn1,,BPn are the matrices of the cycles of σ, of lengths n1,,n. Thus Pkσ is conjugated to i=1Bki. But Tr(Bki)=ni1ni|k and thus

Tr(Pkσ)=i=1Tr(Bki)=i=1ni1ni|k.

Denoting A1,,An the number of cycles of σ of lengths 1,,n, we get

Tr(Pkσ)=nj=1jAj1j|k.

Therefore, theorem 1 gives

nj=1jE(Aj)1j|k=E(Tr(Pkσ))=ψn(k).

Not a surprise for the readers knowing that E(Aj)=1j for any 1jn.

Note. This post comes from discussions with Yan Doumerc.

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