Moments of an exponential functional of random walks to permutations with given descent sets
From MaRDI portal
Publication:558310
DOI10.1023/B:MAHU.0000040544.59987.08zbMATH Open1063.05005arXiv1008.1514MaRDI QIDQ558310FDOQ558310
Authors: Balázs Székely, Tamas Szabados
Publication date: 5 July 2005
Published in: Periodica Mathematica Hungarica (Search for Journal in Brave)
Abstract: The exponential functional of simple, symmetric random walks with negative drift is an infinite polynomial of independent and identically distributed non-negative random variables. It has moments that are rational functions of the variables with universal coefficients. It turns out that such a coefficient is equal to the number of permutations with descent set defined by the multiindex of the coefficient. A recursion enumerates all numbers of permutations with given descent sets in the form of a Pascal-type triangle.
Full work available at URL: https://arxiv.org/abs/1008.1514
Recommendations
Permutations, words, matrices (05A05) Combinatorial probability (60C05) Combinatorial identities, bijective combinatorics (05A19)
This page was built for publication: Moments of an exponential functional of random walks to permutations with given descent sets
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q558310)