grandes-ecoles 2024 Q13b

grandes-ecoles · France · polytechnique-maths-a__mp Discrete Random Variables Expectation and Variance via Combinatorial Counting
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 $\ell_{1} + \ell_{2} + \cdots + \ell_{\omega(\sigma)} = n$. For an integer $k$ at most $n$, we denote by $s(n,k)$ the number of permutations of $\mathfrak{S}_{n}$ such that $\omega(\sigma) = k$. 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 $X_{n}(\sigma) = \omega(\sigma)$.
Deduce that $$\frac{1}{n!} \sum_{k=1}^{n} k^{2} s(n,k) = \mathbb{E}\left[X_{n}\right] + \left(\sum_{i=1}^{n} \sum_{j=1}^{n} \frac{1}{ij} - \sum_{i=1}^{n} \frac{1}{i^{2}}\right).$$
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 $\ell_{1} + \ell_{2} + \cdots + \ell_{\omega(\sigma)} = n$. For an integer $k$ at most $n$, we denote by $s(n,k)$ the number of permutations of $\mathfrak{S}_{n}$ such that $\omega(\sigma) = k$. 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 $X_{n}(\sigma) = \omega(\sigma)$.

Deduce that
$$\frac{1}{n!} \sum_{k=1}^{n} k^{2} s(n,k) = \mathbb{E}\left[X_{n}\right] + \left(\sum_{i=1}^{n} \sum_{j=1}^{n} \frac{1}{ij} - \sum_{i=1}^{n} \frac{1}{i^{2}}\right).$$