Weak lumping of left-invariant random walks on left cosets of finite groups
Fuente:
arXiv
Guardado en:
| Autores principales: | , , , |
|---|---|
| Formato: | Preprint |
| Publicado: |
2024
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
| _version_ | 1866910764994920448 |
|---|---|
| author | Crane, Edward Gutiérrez, Álvaro Russell, Erin Wildon, Mark |
| author_facet | Crane, Edward Gutiérrez, Álvaro Russell, Erin Wildon, Mark |
| contents | Let $G$ be a finite group and let $H$ be a subgroup of $G$. The left-invariant random walk driven by a probability measure $w$ on $G$ is the Markov chain in which from any state $x \in G$, the probability of stepping to $xg \in G$ is $w(g)$. The initial state is chosen randomly according to a given distribution. The walk is said to lump weakly on left cosets if the induced process on $G/H$ is a time-homogeneous Markov chain. We characterise all the initial distributions and weights $w$ such that the walk is irreducible and lumps weakly on left cosets, and determine all the possible transition matrices of the induced Markov chain. In the case where $H$ is abelian we refine our main results to give a necessary and sufficient condition for weak lumping by an explicit system of linear equations on $w$, organized by the double cosets $HxH$. As an application we consider shuffles of a deck of $n$ cards such that repeated observations of the top card form a Markov chain. Such shuffles include the random-to-top shuffle, and also, when the deck is started in a uniform random order, the top-to-random shuffle. We give a further family of examples in which our full theory of weak lumping is needed to verify that the top card sequence is Markov. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2412_19742 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Weak lumping of left-invariant random walks on left cosets of finite groups Crane, Edward Gutiérrez, Álvaro Russell, Erin Wildon, Mark Probability Group Theory Representation Theory 60J10, Secondary 20C05, 05E10, 20C30 Let $G$ be a finite group and let $H$ be a subgroup of $G$. The left-invariant random walk driven by a probability measure $w$ on $G$ is the Markov chain in which from any state $x \in G$, the probability of stepping to $xg \in G$ is $w(g)$. The initial state is chosen randomly according to a given distribution. The walk is said to lump weakly on left cosets if the induced process on $G/H$ is a time-homogeneous Markov chain. We characterise all the initial distributions and weights $w$ such that the walk is irreducible and lumps weakly on left cosets, and determine all the possible transition matrices of the induced Markov chain. In the case where $H$ is abelian we refine our main results to give a necessary and sufficient condition for weak lumping by an explicit system of linear equations on $w$, organized by the double cosets $HxH$. As an application we consider shuffles of a deck of $n$ cards such that repeated observations of the top card form a Markov chain. Such shuffles include the random-to-top shuffle, and also, when the deck is started in a uniform random order, the top-to-random shuffle. We give a further family of examples in which our full theory of weak lumping is needed to verify that the top card sequence is Markov. |
| title | Weak lumping of left-invariant random walks on left cosets of finite groups |
| topic | Probability Group Theory Representation Theory 60J10, Secondary 20C05, 05E10, 20C30 |
| url | https://arxiv.org/abs/2412.19742 |