Random walk generated by random permutations of {1,2,3, ..., n+1}

Details Random walk generated by random permutations of {1,2,3, ..., n+1} Random walk generated by random permutations of {1,2,3, ..., n+1}

2003-12-10

arxiv.org/abs/cond-mat/0312262v2

Physics

Condensed Matter

Statistical Mechanics

text shortened, new results added, appearing in J. Phys. A

Scientific paper

10.1088/0305-4470/37/24/002

We study properties of a non-Markovian random walk $X^{(n)}_l$, $l =0,1,2, >...,n$, evolving in discrete time $l$ on a one-dimensional lattice of integers, whose moves to the right or to the left are prescribed by the \text{rise-and-descent} sequences characterizing random permutations $\pi$ of $[n+1] = \{1,2,3, ...,n+1\}$. We determine exactly the probability of finding the end-point $X_n = X^{(n)}_n$ of the trajectory of such a permutation-generated random walk (PGRW) at site $X$, and show that in the limit $n \to \infty$ it converges to a normal distribution with a smaller, compared to the conventional P\'olya random walk, diffusion coefficient. We formulate, as well, an auxiliary stochastic process whose distribution is identic to the distribution of the intermediate points $X^{(n)}_l$, $l < n$, which enables us to obtain the probability measure of different excursions and to define the asymptotic distribution of the number of "turns" of the PGRW trajectories.

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