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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2009 Volume 373, Pages 226–272 (Mi znsl3585)

This article is cited in 7 papers

Random walks on strict partitions

L. Petrov

A. A. Kharkevich Institute for Information Transmission Problems, Russian Academy of Sciences

Abstract: We construct a diffusion process in the infinite-dimensional simplex consisting of all nonincreasing infinite sequences of nonnegative numbers with sum less than or equal to one. The process is constructed as a limit of a certain sequence of Markov chains. The state space of the $n$th chain is the set of all strict partitions of $n$ (that is, partitions without equal parts). As $n\to\infty$, these random walks converge to a continuous-time strong Markov process in the infinite-dimensional simplex. The process has continuous sample paths. The main result about the limit process is the expression of its pre-generator as a formal second order differential operator in a polynomial algebra. Bibl. – 30 titles.

Key words and phrases: Markov chain, random walk, partitions, differential operator.

UDC: 517.987

Received: 18.09.2009


 English version:
Journal of Mathematical Sciences (New York), 2010, 168:3, 437–463

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© Steklov Math. Inst. of RAS, 2024