Multivariate juggling probabilities


Autoria(s): Ayyer, Arvind; Bouttier, Jeremie; Corteel, Sylvie; Nunzi, Francois
Data(s)

2015

Resumo

We consider refined versions of Markov chains related to juggling introduced by Warrington. We further generalize the construction to juggling with arbitrary heights as well as infinitely many balls, which are expressed more succinctly in terms of Markov chains on integer partitions. In all cases, we give explicit product formulas for the stationary probabilities. The normalization factor in one case can be explicitly written as a homogeneous symmetric polynomial. We also refine and generalize enriched Markov chains on set partitions. Lastly, we prove that in one case, the stationary distribution is attained in bounded time.

Formato

application/pdf

Identificador

http://eprints.iisc.ernet.in/51257/1/ele_jou_pro-20_2015.pdf

Ayyer, Arvind and Bouttier, Jeremie and Corteel, Sylvie and Nunzi, Francois (2015) Multivariate juggling probabilities. In: ELECTRONIC JOURNAL OF PROBABILITY, 20 .

Publicador

UNIV WASHINGTON, DEPT MATHEMATICS

Relação

http://dx.doi.org/10.1214/EJP.v20-3495

http://eprints.iisc.ernet.in/51257/

Palavras-Chave #Mathematics
Tipo

Journal Article

PeerReviewed