Related papers: A Markov chain on the symmetric group which is Sch…
We investigate multivariate regular variation in the context of time-homogeneous Markov chains on general vector spaces and in random coefficient linear models. In the first part, we show that the regular variation of the stationary…
We consider generalizations of Schuetzenberger's promotion operator on the set L of linear extensions of a finite poset of size n. This gives rise to a strongly connected graph on L. By assigning weights to the edges of the graph in two…
It has been well known for some time that for strictly stationary Markov chains that are ``reversible'', that special symmetry provides special extra features in the mathematical theory. This paper here is primarily a purely expository…
We study an irreducible Markov chain on the category of finite abelian $p$-groups, whose stationary measure is the Cohen-Lenstra distribution. This Markov chain arises when one studies the cokernel of a random matrix $M$, after conditioning…
Questions are posed regarding the influence that the column sums of the transition probabilities of a stochastic matrix (with row sums all one) have on the stationary distribution, the mean first passage times and the Kemeny constant of the…
We show that the stationary distribution of a finite Markov chain can be expressed as the sum of certain normal distributions. These normal distributions are associated to planar graphs consisting of a straight line with attached loops. The…
The partial sum of the states of a Markov chain or more generally a Markov source is asymptotically normally distributed under suitable conditions. One of these conditions is that the variance is unbounded. A simple combinatorial…
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…
Markov chains are a class of probabilistic models that have achieved widespread application in the quantitative sciences. This is in part due to their versatility, but is compounded by the ease with which they can be probed analytically.…
We consider the higher-order Markov Chain, and characterize the second order Markov chains admitting every probability distribution vector as a stationary vector. The result is used to construct Markov chains of higher-order with the same…
We prove a common generalization of the fact that the weighted number of maximal chains in the strong Bruhat order on the symmetric group is ${n \choose 2}!$ for both the code weights and the Chevalley weights. We also define weights which…
This is a short note about Schur positivity. We introduce Schur polynomials and explain how they appear in the representation theory of the general linear group. We end with a new result of the author with F. Bergeron and V. Reiner that…
The upper extremes of a Markov chain with regulary varying stationary marginal distribution are known to exhibit under general conditions a multiplicative random walk structure called the tail chain. More generally, if the Markov chain is…
We definitively establish that the theory of symmetric Macdonald polynomials aligns with quantum and affine Schubert calculus using a discovery that distinguished weak chains can be identified by chains in the strong (Bruhat) order poset on…
In this work, we characterise the statistics of Markov chains by constructing an associated sequence of periodic differential operators. Studying the density of states of these operators reveals the absolutely continuous invariant measure…
The two-parameter Macdonald polynomials are a central object of algebraic combinatorics and representation theory. We give a Markov chain on partitions of k with eigenfunctions the coefficients of the Macdonald polynomials when expanded in…
We study the global and local regularity properties of random wavelet series whose coefficients exhibit correlations given by a tree-indexed Markov chain. We determine the law of the spectrum of singularities of these series, thereby…
This paper is a survey of various proofs of the so called {\em fundamental theorem of Markov chains}: every ergodic Markov chain has a unique positive stationary distribution and the chain attains this distribution in the limit independent…
We define a conjugate prior for the reversible Markov chain of order $r$. The prior arises from a partially exchangeable reinforced random walk, in the same way that the Beta distribution arises from the exchangeable Poly\'{a} urn. An…
We show that the dual character of the flagged Weyl module of any diagram is a positively weighted integer point transform of a generalized permutahedron. In particular, Schubert and key polynomials are positively weighted integer point…