Multivariate juggling probabilities
Data(s) |
2015
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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 |