Riffle
Riffle
1 Introduction.
Let xi be a probability distribution on a totally
P
ordered set I , i.e., the prob-
ability of i 2 I is xi . (Hence xi 0 and xi = 1.) Fix n 2 P = f1; 2; : : :g,
and de ne a random permutation w 2 Sn as follows. For each 1 j n,
choose independently an integer ij (from the distribution xi ). Then standard-
ize the sequence i = i1 in in the sense of [34, p. 322], i.e., let 1 < < k
be the elements of I actually appearing in i, and let ai be the number of i's
in i. Replace the 1's in i by 1; 2; : : : ; a1 from left-to-right, then the 2 's in
i by a1 + 1; a1 + 2; : : : ; a1 + a2 from left-to-right, etc. For instance, if I = P
and i = 311431, then w = 412653. This de nes a probability distribution
on the symmetric group Sn, which we call the QS-distribution (because of
the close connection with quasisymmetric functions explained below). If we
need to be explicit about the parameters x = (xi)i2I , then we will refer to
the QS(x)-distribution.
The QS-distribution is not new, at least when I is nite. It appears for
instance in [10, pp. 153{154][14][20][24]. Although these authors anticipate
some of our results, they don't make systematic use of quasisymmetric and
symmetric functions. Some additional work using the viewpoint of our paper
is due to Fulman [15].
1.1 Example. As an example of a general result to be proved later
(Theorem 2.1), let us compute Prob(213), the probability that a random
1 Partially supported by NSF grant DMS-9988459
1
permutation w 2 S3 (chosen from the QS-distribution) is equal to the per-
mutation 213. A sequence i = i1 i2i3 will have the standardization 213 if and
only if i2 < i1 i3. Hence
X
Prob(213) = xa xb xc:
a<bc
There is an alternative way to describe the QS-distribution. Suppose we
have a deck of n cards. Cut
P the deck into random packets of respective sizes
ai > 0; i 2 I , such that ai = n and the probability of (ai)i2I is
Y ai
Prob ((ai)i2I ) = n! xai ! :
i2I i
Then rie shue these packets Pi together into a pile P in the manner
described by Bayer and Diaconis [2] (see also [11][14]); namely, after placing
k cards on P , the probability that the next card comes from the top of
the current packet Pj is proportional to the current number of cards in Pj .
This card is then placed at the bottom of P . The ordinary dovetail or rie
shue [2, p. 294] corresponds to the case I = f1; 2g and x1 = x2 = 1=2.
In this case the original deck is cut according to the binomial distribution.
More generally, if for xed q 2 P we cut the deck into q packets (some
possibly empty) according to the q-multinomial distribution, then we obtain
the q-shues of Bayer and Diaconis [2, p. 299] (where they use a for our
q). The q-shue is identical to the QS-distribution for I = f1; 2 : : : ; qg and
x1 = x2 = = xq = 1=q. We will denote this distribution by Uq . If
we q-shue a deck and then r-shue it, the distribution is the same as a
single qr-shue [2, Lemma 1]. In other words, if denotes convolution of
probability distributions then Uq Ur = Uqr . We extend this result to the
QS-distribution in Theorem 2.4.
In the next section we will establish the connection between the QS-
distribution and the theory of quasisymmetric functions. In Section 3 we use
known results from the theory of quasisymmetric and symmetric functions to
obtain results about the QS-distribution, many of them direct generalizations
of the work of Bayer, Diaconis, and Fulman mentioned above. For instance,
we show that the probability that a random permutation w 2 Sn (always
assumed chosen from the QS-distribution) has k inversions is equal to the
probability that w has major index k. This is an analogue of MacMahon's
2
corresponding result for the uniform distribution on Sn (see e.g. [33, p. 23]).
A further result is that if T 0 is a standard Young tableau of shape , then
the probability that T 0 is the recording tableau of w under the Robinson-
Schensted-Knuth algorithm is s(x), where x = (xi)i2I and s denotes a
Schur function.
zja zjann in F (z). The set of all quasisymmetric functions forms a graded Q -
1
1
Proof. This result is equivalent to [18, Lemma 3.2] (see also [30,
Lemma 9.39]). Because of its importance here we present the (easy) proof.
The integers i for which i + 1 appears somewhere to the left of i in w =
w1w2 wn are just the elements of D(w 1). Let i1; : : : ; in be chosen in-
dependently from the distribution xi . Let aj = iw (j), i.e., if we write1
= Lco(w ) (x): 2
1
4
For some algebraic results closely related to Theorem 2.1, see [12].
Two special cases of Theorem 2.1 are of particular interest. The rst is
the q-shue distribution Uq . Let des(u) denote the number of descents of
the permutation u 2 Sn, i.e.,
des(u) = #fi : w(i) > w(i + 1)g:
It follows easily from Theorem 2.1 or by a direct argument (see [34, p. 364])
that the probability ProbUq (w) that a random permutation in Sn chosen
from the distribution Uq is equal to w is given by
1 ) + n 1
ProbUq (w) = q des( w q n:
n
This is just the probability of obtaining w with a q-shue, as de ned in [2,
x3], con rming that Uq is just the q-shue distribution.
For xed n, the uniform distribution U on Sn is given by
U = qlim U:
!1 q
(1)
Because of this formula many of our results below may be considered as gen-
eralizations of the corresponding results for the uniform distribution. These
results for the uniform distribution are well-known and classical theorems in
the theory of permutation enumeration.
The second interesting special case of Theorem 2.1 is de ned by
xi = (1 t)ti 1 ;
where I = P and 0 t 1. Given u = u1u2 un 2 Sn, de ne u =
v1v2 vn , where vi = n + 1 un+1 i. (Equivalently, u = w0uw0, where
w0(i) = n + 1 i.) Set e(u) = maj(u), where maj denotes major index (or
greater index ) of u [33, p. 216], i.e.,
X
maj(u) = i:
i2D(u)
It follows from [34, Lemma 7.19.10] that
te(w )(1 t)n
Prob(w) = (1 t)(1
1
t2 ) (1 tn) : (2)
5
The QS-distribution de nes a Markov chain (or random walk) Mn on Sn
by de ning the probability Prob(u; uw) of the transition from u to uw to be
Prob(w) = Lco(w ) (x). The next result determines the eigenvalues of this
1
w2Sn
where R Sn denotes the group algebra of Sn over R . Then the eigenvalues of
Mn are just the eigenvalues of n(x) acting on R Sn by right multiplication.
2.2 Theorem. The eigenvalues of Mn are the power sum symmet-
ric functions p (x) for ` n. The eigenvalue p(x) occurs with multiplicity
n!=z , the number of elements in Sn of cycle type .
The above theorem appears implicitly in [16, Thm. 4.4] and more explic-
itly in [23, Note 5.20]. See also [13, x7] and [34, Exer. 7.96]. It is also a
special case of [3, Thm. 1.2], as we now explain.
Bidigare, Hanlon, and Rockmore [3] de ne a random walk on the set R
of regions of a ( nite) hyperplane arrangement A in R n as follows. (Precise
de nitions of the terms used below related to arrangements may be found in
[3]. For further information see [9].) Let F be the set of faces of A, i.e., the
nonempty faces of the closure of the regions of A. Let wt be a probability
distribution on F . Given R 2 R and F 2 F , de ne F R to be that region
R0 of A closest to R that has F as a face. (There is always a unique such
region R0.) Now given a region R, choose F 2 F with probability wt(F ) and
move to the region F R.
Consider the special case when A is the braid arrangement Bn, i.e., the
set of hyperplanes ui = uj for 1 i < j n, where u1; : : : ; un are the
coordinates in R n . The set of regions of Bn can be identi ed in a natural way
with Sn, viz., identify the region ua < ua < < uan with the permutation
w given by w(ai) = i. The faces of Bn correspond to ordered set partitions
1 2
6
type of to be the composition
type() = (#B1; : : : ; #Bk ) 2 Comp(n):
Given = ( 1 ; : : : ; k ) 2 Comp(n), de ne the monomial quasisymmetric
function M (z ) by X
M (z ) = zi zikk :
1
1
i1 <<ik
(See [34, (7.87)].) Now if F is a face of Bn corresponding to the ordered
partition , then set
wt(F ) = Mtype() (x):
It is easy to see that wt is a probability distribution on the set of faces of
Bn; in fact, for indeterminates (zi)i2I we have
X X n
Mtype()(z) = zi :
Thus wt de nes a Bidigare-Hanlon-Rockmore random walk on the regions
of Bn . Let P (R; R0) denote the probability of moving from a region R to a
region R0 .
2.3 Theorem. Let R correspond to u 2 Sn and R0 to uw. Then
P (R; R0) = Lco(w )(x): 1
7
where runs over all compositions re ning co(w 1). From the de nition of
L (x) we have X
M (x) = Lco(w )(x); 1
8
Our rst result involves the symmetric function ln(z) de ned by
ln(z) = n1 (d)pn=d
X
d (z );
djn
where denotes the usual number-theoretic Mobius function. More infor-
mation on ln(z) may be found in [30, Ch. 8] or [34, Exer. 7.88{7.89].
3.1 Theorem. Let w be a random permutation in Sn, chosen from
the QS-distribution. The probability Prob((w) = ) that w has cycle type
= h1m 2m i ` n (i.e., mi cycles of length i) is given by
1 2
Y
Prob((w) = ) = hmi [li](x);
i1
where brackets denote plethysm [26, xI.8][34, p. 447].
The proof of Theorem 3.1 follows from [30, Thm. 8.23 and Thm. 9.41(a)].
In the special case of the Uq -distribution, the result appears in [11, Thm. A].
As above let maj(w) denote the major index of w 2 Sn, and let inv(w)
denote the number of inversions of w [33, pp. 20{21], i.e.,
inv(w) = #f(i; j ) : 1 i < j n; w(i) > w(j )g:
Let In(j ) (respectively, Mn(j )) denote the probability that w 2 Sn satis es
inv(w) = j (respectively, maj(w) = j ) under the QS-distribution.
3.2 Theorem. We have
Mn(j ) = In(j )
XX Mn(j )tj zn =
YY
1 ti 1x z 1 : (4)
j
n0 j 0 (1 t)(1 t2) (1 tn) i1 j 2I
Proof. The standardization w of a sequence i = i1i2 in satis es
maj(w) = maj(i) and inv(w) = inv(i). Hence by de nition of the QS-
distribution we have
X X
Mn (j )tj = tmaj(i)xi xin 1
j i =i1 in
X X
In(j )tj = tinv(i) xi xin :
1
j i =i1 in
9
Thus if
X
F ( t) = tmaj(v)
v
X
G(t) = tinv(v) ;
v
where v ranges over all permutations of the multiset f1 ; 2 ; : : :g, then
1 2
X X
Mn(j )tj = F (t)m (x)
j `n
X X
In(j )tj = G (t)m(x);
j `n
where m (x) denotes a monomial symmetric function. But it is known [32,
(45), p. 97][33, Prop. 1.3.17] that
F(t) = G (t) = ; n ; : : : ;
1 2 t
a q-multinomial coecient in the variable t. Hence Mn(j ) = In(j ).
Now let h (x) denote a complete homogeneous symmetric function [34,
x7.5]. It is easy to see [34, Prop. 7.8.3] that
h (1; t; t2; : : :) = (1 t)(1 t21) (1 ti ) :
Y
i
Hence
X X
Mn (j )tj = (1 t) (1 tn) h (1; t; t2; : : :)m(x):
j `n
Equation (4) thenQfollows immediately from the expansion [34, (7.10)] of the
Cauchy product i;j (1 xi yj ) 1. Equation (4) is also equivalent to [17,
(78)]. 2
10
there follows (using notation from [34])
X
M n ( j ) tj =
X
tb() (1Q t) (1 (1 tn ) s (x)
j `n u2 th(u) )
X (1 t) (1 tn )
1
=
(1 t ) (1 tl ) z p (x):
1
(5)
`n
A famous result of MacMahon asserts that
#fw 2 Sn : maj(w) = j g = #fw 2 Sn : inv(w) = j g:
Since the uniform distribution U on Sn satis es U = limq!1 Uq , it follows
that Theorem 3.2 is a generalization of MacMahon's result. In fact, the proof
we have given of Theorem 3.2 shows that it is equivalent to the equidistribu-
tion of maj and inv on the set of permutations of any nite multiset (where
the underlying set is linear ordered). This result was also known, at least
implicitly, to MacMahon. For further references and some generalizations,
see [5].
In principle one can use Theorem 3.2 to derive the moments of maj(w)
(or equivalently inv(w)). Let E denote expectation with respect to the QS-
distribution and EU expectation with respect to the uniform distribution.
The next result obtains the rst two moments of maj(w), stated for simplicity
as the expectations of maj(w) and maj(w)(maj(w) 1) (instead of maj(w)2).
3.3 Corollary. Choose w 2 Sn from the QS-distribution. Then
E (maj(w)) = EU (maj(w)) 12 n2 p2 (x) (6)
E (maj(w)(maj(w) 1))
= EU (maj(w)(maj(
w) 1)) (7)
3 n +4 1 p2 (x) + 34 n3 p3(x) + 32 n4 p2 (x)2: (8)
Note. It is easy to see (e.g. [22, p. 16]) that
EU (maj(w)) = 21 n2
EU (maj(w)(maj(w) 1)) = n(n 1)(n1442)(9n + 13) :
11
Proof of Corollary 3.3. Let
X
n(t) = Mn (j )tj :
j
Then
E (maj(w)) = 0n(1):
When we di erentiate (5) term-by-term and set t = 1, the only surviving
terms will be from = h1ni and = h21n 2i. Hence
E (maj(w)) = dt (1 t(1) t(1)n t ) n1! p1(x)n
d n
(1 t ) (1 tn) 1 n
+ (1 t2 )(1 t)n 2 2 (n 2)! p1(x) p2(x) : 2 (9)
t=1
P
Now p1(x) = xi = 1 and
d (1 t) (1 tn) 1
dt (1 t)n n! t=1 = EU (maj(w)):
It is routine to compute the second term on the right-hand side of (9), ob-
taining equation (6).
A similar computation using E (maj(w)(maj(w) 1)) = 00n(1) yields (8);
we omit the details. 2
It is clear from the above proof that for general k 1, E (maj(w)k ) is
a linear combination, whose coecients are polynomials in n, of power sum
symmetric functions p(x) where ` n and `() n k. Here `() denotes
the length (number of parts) of .
We next consider the relationship between the QS-distribution and the
Robinson-Schensted-Knuth (RSK) algorithm [34, x7.11]. Recall that this
algorithm associates a pair (T; T 0) of standard Young tableaux (SYT) of the
same shape ` n with a permutation w 2 Sn. We call T 0 the recording
tableau of w, denoted rec(w). The shape of T 0 is also called the shape of
w, denoted sh(w) = .
12
3.4 Theorem. Choose w 2 Sn from the QS-distribution. Let T be an
SYT of shape ` n. Then the probability that rec(w) = T is given by
Prob(rec(w) = T ) = s(x);
where s denotes a Schur function.
Proof. Let
XT = fw 2 Sn : rec(w) = T g:
It follows from [34, Thm. 7.19.2 and Lemma 7.23.1] that
X
Lco(w ) (x) = s(x):
1
w2XT
The proof now follows from equation (3). 2
3.5 Corollary. Choose w 2 Sn from the QS-distribution, and let ` n.
Then
Prob(sh(w) = ) = f s(x);
where f denotes the number of SYT of shape (given explicitly by the
Frame-Robinson-Thrall hook-length formula [34, Cor. 7.21.6]).
Proof. There are f SYT's T of shape , and by Theorem 3.4 they all
have probability s (x) of being the recording tableau of w. 2
Note. If the RSK algorithm associates (T; T 0) with w 2 Sn, then call
T the insertion tableau of w, denoted ins(w). Since ins(w) = rec(w 1) [34,
Thm. 7.13.1], it follows that
Prob(ins(w) = T ) = f Lco(w) (x):
`n
(See [34, Exer.
p 7.109(b)].) It was shown by Vershik and Kerov [35] that
EU (n) 2 n. Later Baik et al. [1] obtained a much stronger result, viz.,
the exact distribution (suitably normalized) of 1 (or equivalently is(w)) in
the limit n ! 1. (This result was extended to any i in [8][28][21].) We can
ask whether similar results hold for the QS-distribution. Many results along
these lines appear in [4][6, Ex. 2][8][27][29]. Here we make some elementary
comments pointing in a di erent direction from these papers.
It is clear from Corollary 3.5 that
X
E (is(w)) = 1 f s(x); (10)
`n
where as usual E denotes expectation with respect to the QS-distribution.
This formula can be made more explicit in the special case of the distribution
Uq . Identify ` n with its Young diagram, and let c(u) denote the content
of the square u 2 as de ned in [34, p. 373].
4.1 Theorem. We have
EUq (is(w)) = n1! 1 f 2 1 + q 1c(u) :
X Y
(11)
`n u2
Proof. Let s (1q ) denote s (x) where x1 = = xq = 1 and xi = 0 for
i > q. It is well-known (e.g. [34, Cor. 7.21.4 and 7.21.6]) that
Y
s(1q ) = fn! (q + c(u)):
u2
Since s (x) is homogeneous of degree n, the proof follows from equation (10).
2
Note that EUq (is(w)) is a polynomial in q 1, which can be written
!
EUq (is(w)) = EU (is(w)) + n1! 1 f 2 c(u) 1q + :
X X
(12)
`n u2
15
Let us mention that
X X X i X 0
c(u) = i(0
i i ) = 2
i
2 ;
u2
where 0 = (01 ; 02; : : :) denotes the conjugate partition to . If we regard n
as xed, then equation (12) shows the rate at which EUq (is(w)) converges to
EU (is(w)) as q ! 1. It is therefore of interest to investigate the asymptotic
behavior of the coecient
!
1 X
F1(n) = n! 1 f
2 X
c(u)
`n u2
as n ! 1 (as well as the coecient of q i for i > 1). Numerical evidence
suggests that F1 (n)=n is a slowly increasing function of n. The largest value
of n for which we have done the computation is n = 47, giving F1 (47)=47
0:6991. Eric Rains suggests that there is some reason to suspect that F (n)=n
grows like n1=6 .
Acknowledgment. I am grateful to Jinho Baik, Francois Bergeron,
Ken Brown, Persi Diaconis, Alain Lascoux, Andrei Okounkov, Craig Tracy,
and an anonymous referee for providing helpful suggestions and additional
references.
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19