Sunday 3 December 2006

pr.probability - Generalized binomial coefficients and Gaussian density

I ran into an expression calculating the expected value of $exp(i t sigma)$ where $sigma$ is the total number of cycles in a uniformly chosen $S_n$ element. The expression is
$$E_n (exp(i t sigma)) = Gamma(n + exp(it)) / (Gamma(exp(it)) n!)$$
where $E_n$ denotes the expectation under the uniform distribution on $S_n$. The paper then claims that using Binet's form of Stirling approximation one can get
$$E_n (exp(it sigma)) = n^{exp(it) -1}/Gamma(exp(it)) (1 + o(1))$$



Then here comes the derivation I cannot understand:
using the last expression, they claim one gets the following central limit theorem
$$lim_{n to infty} E_n(exp(it (sigma - log n)/sqrt{log n})) = exp( -1/2 t^2)$$
for any real $t$.



I would highly appreciate anyone who can tell me why this is true. It appears to be related to some property of the Gamma function over the complex number.
The relevant paper is Shepp and Lloyd: Ordered lengths in a random permutation
John Jiang

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