Stationary Distribution and Eigenvalues for a de Bruijn Process

Details Stationary Distribution and Eigenvalues for a de Bruijn Process Stationary Distribution and Eigenvalues for a de Bruijn Process

2011-08-29

arxiv.org/abs/1108.5695v1

Mathematics

Probability

Dedicated to Herb Wilf on the occasion of his 80th birthday

Scientific paper

We define a de Bruijn process with parameters n and L as a certain continuous-time Markov chain on the de Bruijn graph with words of length L over an n-letter alphabet as vertices. We determine explicitly its steady state distribution and its characteristic polynomial, which turns out to decompose into linear factors. In addition, we examine the stationary state of two specializations in detail. In the first one, the de Bruijn-Bernoulli process, this is a product measure. In the second one, the Skin-deep de Bruin process, the distribution has constant density but nontrivial correlation functions. The two point correlation function is determined using generating function techniques.

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