Random Walks and Random Permutations

نویسنده

  • P J Forrester
چکیده

A connection is made between the random turns model of vicious walkers and random permutations indexed by their increasing subsequences. Consequently the scaled distribution of the maximum displacements in a particular asymmeteric version of the model can be determined to be the same as the scaled distribution of the eigenvalues at the soft edge of the GUE. The scaling of the distribution gives the maximum mean displacement after t time steps as = (2t) 1=2 with standard deviation proportional to 1=3. The exponent 1=3 is typical of a large class of two-dimensional growth problems. Non-intersecting (vicious) random walkers were introduced into statistical mechanics 6] as models of domain walls and wetting in two-dimensional lattice systems, and have also received attention as exactly solvable systems 7, 8, 9, 4, 3]. They can be viewed as directed lattice paths which start at sites say on the x-axis and nish on sites on the line y = n, with the additional constraint that the paths do not touch or overlap. Alternatively, vicious random walkers can be described as the stochastic evolution of particles on a one-dimensional lattice, which at each tick of the clock move to the left or to the right with a certain probability, subject to the constraint that no two particles can occupy the one lattice site. Our interest is in the random turns vicious walker model 6, 9]. Here, in the stochastic evolution picture, at each time step t (t = 1; 2; : : :) one particle is selected at random and moved one lattice site to the left with probability w ?1 , or one lattice site to the right with probability w 1 (w ?1 + w 1 = 1). However, if the lattice site to the left (right) is already occupied, then the chosen walker moves to the right (left) with probability one unless this lattice site too is occupied. In the latter situation another walker is selected at random and the procedure repeated until one walker has been moved. The move of precisely one walker so determines the state at time interval t. An example of some typical conngurations in the directed paths picture is given in Figure 1. We remark that the random turns vicious walker model can also be regarded as a particular asymmetric exclusion process 17]. Two aspects of the theory of the random turns vicious walker model are the subject …

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Moments of an exponential functional of random walks and permutations with given descent sets

The exponential functional of simple, symmetric random walks with negative drift is an infinite polynomial Y = 1+ ξ1 + ξ1ξ2 + ξ1ξ2ξ3 + · · · of independent and identically distributed non-negative random variables. It has moments that are rational functions of the variables μk = E(ξ ) < 1 with universal coefficients. It turns out that such a coefficient is equal to the number of permutations wi...

متن کامل

1 M ay 2 00 8 RANDOM WALKS , ARRANGEMENTS , CELL COMPLEXES , GREEDOIDS , AND SELF - ORGANIZING LIBRARIES

The starting point is the known fact that some much-studied random walks on permutations, such as the Tsetlin library, arise from walks on real hyperplane arrangements. This paper explores similar walks on complex hyperplane arrangements. This is achieved by involving certain cell complexes naturally associated with the arrangement. In a particular case this leads to walks on libraries with sev...

متن کامل

Symmetrized random permutations

Selecting N random points in a unit square corresponds to selecting a random permutation. Placing symmetry restrictions on the points, we obtain special kinds of permutations : involutions, signed permutations and signed involutions. We are interested in the statistics of the length (in numbers of points) of the longest up/right path in each symmetry type as the number of points increases to in...

متن کامل

Random Walks, Arrangements, Cell Complexes, Greedoids, and Self-organizing Libraries

The starting point is the known fact that some much-studied random walks on permutations, such as the Tsetlin library, arise from walks on real hyperplane arrangements. This paper explores similar walks on complex hyperplane arrangements. This is achieved by involving certain cell complexes naturally associated with the arrangement. In a particular case this leads to walks on libraries with sev...

متن کامل

Rapidly Mixing Random Walks and Bounds on Characters of the Symmetric Group

We investigate mixing of random walks on Sn and An generated by permutations of a given cycle structure. The approach follows methods developed by Diaconis, which requires certain estimates on characters of the symmetric group and uses combinatorics of Young tableaux. We conclude with conjectures and open problems.

متن کامل

Random Walks on Quasisymmetric Functions

Conditions are provided under which an endomorphism on quasisymmetric functions gives rise to a left random walk on the descent algebra which is also a lumping of a left random walk on permutations. Spectral results are also obtained. Several important random walks are now realized this way: Stanley’s QS-distribution results from endomorphisms given by evaluation maps, a-shuffles result from th...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 1999