grandes-ecoles 2024 Q14a

grandes-ecoles · France · x-ens-maths-a__mp Discrete Random Variables Convergence of Expectations or Moments
Let $n$ be a non-zero natural integer. 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 $X_n(\sigma) = \omega(\sigma)$.
Show that $$\frac{1}{n!} \sum_{\sigma \in \mathfrak{S}_n} \omega(\sigma)^2 \underset{n \rightarrow +\infty}{=} (2\gamma+1)\ln(n) + c + \ln(n)^2 + O\left(\frac{\ln(n)}{n}\right)$$ for a real number $c$ to be determined.
Let $n$ be a non-zero natural integer. 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 $X_n(\sigma) = \omega(\sigma)$.

Show that
$$\frac{1}{n!} \sum_{\sigma \in \mathfrak{S}_n} \omega(\sigma)^2 \underset{n \rightarrow +\infty}{=} (2\gamma+1)\ln(n) + c + \ln(n)^2 + O\left(\frac{\ln(n)}{n}\right)$$
for a real number $c$ to be determined.