Multivariate juggling probabilities

Ayyer, Arvind ; Bouttier, Jérémie ; Corteel, Sylvie ; Nunzi, François (2015) Multivariate juggling probabilities Electronic Journal of Probability, 20 (none). ISSN 1083-6489

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Official URL: https://doi.org/10.1214/EJP.v20-3495

Related URL: http://dx.doi.org/10.1214/EJP.v20-3495

Abstract

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 and closed-form expressions for the normalization factor. We also refine and generalize enriched Markov chains on set partitions. Lastly, we prove that in one case, the stationary distribution is attained in finite time.

Item Type:Article
Source:Copyright of this article belongs to Institute of Mathematical Statistics.
ID Code:140685
Deposited On:11 Dec 2025 07:15
Last Modified:11 Dec 2025 07:15

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