Random permutations and their discrepancy process
Discrete mathematics & theoretical computer science, DMTCS Proceedings vol. AH, 2007 Conference on Analysis of Algorithms (AofA 07), DMTCS Proceedings vol. AH, 2007 Conference on Analysis of Algorithms (AofA 07) (2007).

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Let $\sigma$ be a random permutation chosen uniformly over the symmetric group $\mathfrak{S}_n$. We study a new "process-valued" statistic of $\sigma$, which appears in the domain of computational biology to construct tests of similarity between ordered lists of genes. More precisely, we consider the following "partial sums": $Y^{(n)}_{p,q} = \mathrm{card} \{1 \leq i \leq p : \sigma_i \leq q \}$ for $0 \leq p,q \leq n$. We show that a suitable normalization of $Y^{(n)}$ converges weakly to a bivariate tied down brownian bridge on $[0,1]^2$, i.e. a continuous centered gaussian process $X^{\infty}_{s,t}$ of covariance: $\mathbb{E}[X^{\infty}_{s,t}X^{\infty}_{s',t'}] = (min(s,s')-ss')(min(t,t')-tt')$.
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     author = {Chapuy, Guillaume},
     title = {Random permutations and their discrepancy process},
     journal = {Discrete mathematics & theoretical computer science},
     publisher = {mathdoc},
     volume = {DMTCS Proceedings vol. AH, 2007 Conference on Analysis of Algorithms (AofA 07)},
     year = {2007},
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Chapuy, Guillaume. Random permutations and their discrepancy process. Discrete mathematics & theoretical computer science, DMTCS Proceedings vol. AH, 2007 Conference on Analysis of Algorithms (AofA 07), DMTCS Proceedings vol. AH, 2007 Conference on Analysis of Algorithms (AofA 07) (2007). doi : 10.46298/dmtcs.3534. http://geodesic.mathdoc.fr/articles/10.46298/dmtcs.3534/

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