Splitting phenomenon in the Sathe-Selberg theorem, mod-Poisson convergence with auxiliary randomisation and universality of the Gamma factor

TL;DR

This paper explores the universal appearance of the Gamma factor in mod-Poisson convergence across various probabilistic models, revealing an underlying independence structure via auxiliary randomisation.

Contribution

It introduces a unified framework explaining the Gamma factor through auxiliary randomisation, applicable to diverse models like permutations, polynomials, and number theory.

Findings

Identification of the Gamma factor as a universal feature

Introduction of the delta-Zeta distribution for permutations

Explanation of the independence structure via auxiliary randomisation

Abstract

We consider several sequences of random variables whose Fourier-Laplace transforms present the same type of \textit{splitting phenomenon} when suitably rescaled by the Fourier-Laplace transform of a Poisson-distributed random variable (mod-Poisson convergence). Addressing a question raised by Kowalski-Nikeghbali, we explain the appearance of a universal term, the \textit{Gamma factor}, by a common feature of each model, the existence of an auxiliary randomisation that reveals an independence structure. This universal Gamma factor is a consequence of the probabilistic (exponential) fluctuations of this subordinated random variable. The class of examples that belong to this framework includes: random uniform permutations, random Gauss integers, random polynomials over a finite field, random matrices with values in a finite field, random partitions and the classical Sathe-Selberg theorems in probabilistic number theory. For this last example, the randomisation that triggers the Gamma factor defines a new probability distribution, the ``delta-Zeta distribution'' which is the analogue of the geometric distribution in the permutation setting.