English

Ordinal pattern probabilities for symmetric random walks

Combinatorics 2019-07-29 v3

Abstract

An ordinal pattern for a finite sequence of real numbers is a permutation that records the relative positions in the sequence. For random walks with steps drawn uniformly from [1,1][-1,1], we show an ordinal pattern occurs with probability [1,w]2nn!\frac{|[1,w]|}{2^n n!}, where [1,w][1,w] is a weak order interval in the affine Weyl group A~n\widetilde{A}_n. For random walks with steps drawn from a symmetric Laplace distribution, the probability is 12nj=1nlev(π)j\frac{1}{2^n \prod_{j=1}^n \mathrm{lev}(\pi)_j}, where lev(π)j\mathrm{lev}(\pi)_j measures how often jj occurs between consecutive values in π\pi. Permutations whose consecutive values are at most two positions apart in π\pi are shown to occur with the same probability for any choice of symmetric continuous step distribution. For random walks with steps from a mean zero normal distribution, ordinal pattern probabilities are determined by a matrix whose ijij-th entry measures how often ii and jj are between consecutive values.

Keywords

Cite

@article{arxiv.1907.07172,
  title  = {Ordinal pattern probabilities for symmetric random walks},
  author = {Hugh Denoncourt},
  journal= {arXiv preprint arXiv:1907.07172},
  year   = {2019}
}

Comments

23 pages, 4 figures, 1 table. Some minor edits. Important fix to Definition 5.26, which had an earlier draft's formalism

R2 v1 2026-06-23T10:22:30.717Z