Continuous-time Mallows processes

MaRDI QIDQ6398775zbMATH OpenFDO

Authors Benoît Corsini

Publication date 10 May 2022

Mathematics Subject Classification ID

Permutations, words, matrices (05A05) Combinatorial probability (60C05) Continuous-time Markov processes on discrete state spaces (60J27)

Abstract: In this article, we introduce extit{Mallows processes}, defined to be continuous-time c`adl`ag processes with Mallows distributed marginals. We show that such processes exist and that they can be restricted to have certain natural properties. In particular, we prove that there exists extit{regular} Mallows processes, defined to have their inversions numbers $mathrm{Inv}_j(sigma)=|iin[j-1]:sigma(i)>sigma(j)|$ be independent increasing stochastic processes with jumps of size $1$. We further show that there exists a unique Markov process which is a regular Mallows process. Finally, we study properties of regular Mallows processes and show various results on the structure of these objects. Among others, we prove that the graph structure related to regular Mallows processes looks like an extit{expanded hypercube} where we stacked $k$ hypercubes on the dimension $kin[n]$; we also prove that the first jumping times of regular Mallows processes converge to a Poisson point process.

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