Multivariate Juggling Probabilities - CEA - Commissariat à l’énergie atomique et aux énergies alternatives
Article Dans Une Revue Electronic Journal of Probability Année : 2015

Multivariate Juggling Probabilities

Résumé

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.

Dates et versions

cea-00979566 , version 1 (16-04-2014)

Identifiants

Citer

Arvind Ayyer, Jérémie Bouttier, Sylvie Corteel, François Nunzi. Multivariate Juggling Probabilities. Electronic Journal of Probability, 2015, 20 (5), pp.1-29. ⟨10.1214/EJP.v20-3495⟩. ⟨cea-00979566⟩

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