grandes-ecoles 2024 Q12

grandes-ecoles · France · polytechnique-maths-a__mp Discrete Random Variables Convergence of Expectations or Moments
Let $n$ be a non-zero natural integer. For any permutation $\sigma \in \mathfrak{S}_{n}$, we recall that there exists, up to order, a unique decomposition $\sigma = c_{1} c_{2} \cdots c_{\omega(\sigma)}$, where $\omega(\sigma) \in \mathbb{N}^{*}$ where $c_{1}, \ldots, c_{\omega(\sigma)}$ are cycles with disjoint supports of respective lengths $\ell_{1} \leqslant \ell_{2} \leqslant \cdots \leqslant \ell_{\omega(\sigma)}$ and $\ell_{1} + \ell_{2} + \cdots + \ell_{\omega(\sigma)} = n$. We consider, on the probability space $(\mathfrak{S}_{n}, \mathscr{P}(\mathfrak{S}_{n}))$ equipped with the uniform probability, the random variable $X_{n}$ defined by $X_{n}(\sigma) = \omega(\sigma)$.
Prove that $\mathbb{E}\left[X_{n}\right] \underset{n \rightarrow +\infty}{=} \ln(n) + \gamma + O\left(\frac{1}{n}\right)$.
Let $n$ be a non-zero natural integer. For any permutation $\sigma \in \mathfrak{S}_{n}$, we recall that there exists, up to order, a unique decomposition $\sigma = c_{1} c_{2} \cdots c_{\omega(\sigma)}$, where $\omega(\sigma) \in \mathbb{N}^{*}$ where $c_{1}, \ldots, c_{\omega(\sigma)}$ are cycles with disjoint supports of respective lengths $\ell_{1} \leqslant \ell_{2} \leqslant \cdots \leqslant \ell_{\omega(\sigma)}$ and $\ell_{1} + \ell_{2} + \cdots + \ell_{\omega(\sigma)} = n$. We consider, on the probability space $(\mathfrak{S}_{n}, \mathscr{P}(\mathfrak{S}_{n}))$ equipped with the uniform probability, the random variable $X_{n}$ defined by $X_{n}(\sigma) = \omega(\sigma)$.

Prove that $\mathbb{E}\left[X_{n}\right] \underset{n \rightarrow +\infty}{=} \ln(n) + \gamma + O\left(\frac{1}{n}\right)$.