Previously we showed that the distribution of fixed points of a random permutation of elements behaves asymptotically (in the limit as ) like a Poisson random variable with parameter . As it turns out, this generalizes to the following.
Theorem: As , the number of cycles of length of a random permutation of elements are asymptotically independent Poisson with parameters .
This is a fairly strong statement which essentially settles the asymptotic description of short cycles in random permutations.
We will prove pointwise convergence of moment generating functions. First, the Poisson random variable with parameter is the random variable which takes on non-negative integer values with probabilities
therefore has moment generating function
which is the exponential generating function of the Touchard polynomials
where are the Stirling numbers of the second kind. These specialize to the Bell numbers when as expected.
Because we are discussing random variables, we should compute a joint moment generating function. The joint moment generating function of independent Poisson random variables with parameters is
Back to permutations. By the exponential formula, letting denote the number of cycles of length in a permutation , we have
which simplifies to
It is a general and straightforward observation that if is a power series with radius of convergence greater than , then has a power series expansion whose coefficients asymptotically approach . Substituting , we conclude that the coefficients of
But the former is precisely the joint moment generating function of , and the latter is precisely the joint moment generating function of independent Poisson random variables with parameters . The conclusion follows.
Mean and variance
An exact result which can be deduced using the above methods is that the expected number of -cycles of a random permutation of elements is if and otherwise. It follows that the total expected number of cycles is the harmonic number
Since Poisson random variables have the same mean and variance, and by the asymptotic independence statement above, we expect the variance of the total number of cycles to also be asymptotic to . This is in fact true, and can be shown using the exponential formula as above.
In The Anatomy of Integers and Permutations, Granville suggested that the decomposition of a random permutation into cycles should be thought of as analogous to the decomposition of a random integer into prime factors. In light of this analogy, the above computation should be thought of as roughly analogous to the Hardy-Ramanujan theorem.